It's easier said than done for most folks, but it's really simple in concept.
The first step for most is obtaining a credit card. Once you get one, use it as often as you can but make sure you have money at hand to back it up. Then when the bill comes every month, pay it off or at least make the minimum payments. Do that for a while, then you can move on to store cards, gas cards and even short term loans like at certain stores. After doing that for a while, get a car loan or other such loan and do the same thing.
Most important things to remember are never pay late, and never exceed your limit.
Your ratings are then calculated and periodically increased depending on the length of you credit history, ability to pay, debt to income ratios and your age.
Good credit takes time to develop, it doesn't just happen.