Go to online sites such as English Grammar Online and Keen to Learn, which give an overview of the rules of English grammar. Some grammar sites are free, and some charge a fee. In addition to teaching you about the subject, some of these sites offer you the chance to take tests and quizzes that are designed to show you where you are improving and where you still need work.
Purchase DVD video courses on grammar. In addition, you can find grammar tutorials posted for free on sites such as YouTube and Metacafe. Many PBS stations also offer English grammar lessons that are geared toward those who are working toward their GED.
Buy a book on grammar. Some you might want to consider are: English Grammar For Dummies by Geraldine Woods; The Blue Book of Grammar and Punctuation: An Easy-to-Use Guide with Clear Rules, Real-World Examples, and Reproducible Quizzes by Jane Straus and Mignon Fogarty; Painless Grammar (Painless Series) by Rebecca S. Elliott and English Grammar Drills by Mark Lester.
Read a great deal. It is best to start with basic stories and books before you work you way up to anything complex. As you read, look at the way sentences are structured. Notice punctuation and how it is used in different cases. Try to determine the meaning of a word you don't know by looking at how it is used in the sentence. Then use a dictionary to see if you got it right.
Sign up for a course if you decide you need help beyond what you can do for yourself through self study. Many community colleges offer continuing education courses for adults who want to improve their English grammar skills. Most also offer introductory English courses for those wanting to get their GED.