Log on to http://www.fafsa.ed.gov/. This is the government-run website that processes all applications for student loans and grants.
Determine your dependency status by clicking on the link in the large #1 box that reads "Determine your dependency status," and you will be given a worksheet to help you determine your status.
Apply for a PIN by clicking on the link in the large #1 box that reads "Students & Parents Apply For a PIN." You will be taken to a new page that will direct you to a link to apply for the PIN. This step and the previous step must be completed before beginning to fill out the FAFSA application.
Choose the large #2 box from the FAFSA homepage -- you are now ready to begin the application. For this portion, you will need your tax return (and your parents' form if you are a dependent). You will be asked for information from these forms, and the application will guide you toward which box on your tax form has the information based on which form you used (1040A, 1040EZ, etc.).
Submit your application. You will be given an EFC, which is what the government has determined is your "Estimated Family Contribution." It is often higher than what you estimate you can contribute. You will be offered loans through FAFSA and will need to coordinate through your college's or university's financial aid office to accept these loans.
Apply for private student loans at http://www.salliemae.com/, which is a large service that manages and provides both government and private loans. You can also do Internet searches for "private student loans," and you will see a large number of results.