Get a good undergraduate degree, such as summa or magna cum laude. Although it varies from university to university, and even course to course, if you get a good bachelor degree you will not need a master's before proceeding to a Ph.D. If your bachelor degree did not reach the level of summa or magna cum laude, then any Ph.D. institutions and funding organizations will probably want you to have a master's qualification.
Research the degree program you would like to do at the Ph.D. level. Some courses don't require a master's, and you may get a master's after one year of the program. You will be able to apply with your bachelor's degree. Write or call the institution and ask to speak to the admissions secretary. Ask if there is any work or information you can provide to gain direct entry to a Ph.D. program.
Apply to do a course where both Ph.D.s and master's degrees are offered in the same department. If you apply to do a master's degree, it will be easier for you to continue in the same department, with the same supervisor. Speak to your supervisor early in the course; he may be able to switch you to the Ph.D. program or allow you to count your one- or two-year master's program as the first one or two years of the Ph.D.