One of the hardest parts of mastering Urdu will be learning its writing system. Urdu uses the Arabic writing system, and learning how to write the characters is difficult. In addition to traditional resources such as textbooks and dictionaries, you should be able to find a few useful tools online. Omniglot's Urdu website has a breakdown of the written language along with phonetic translations in Roman characters, allowing you to gradually transition into writing the language.
Like writing, reading will require you to master an entirely new alphabet. It is possible to find Urdu texts written in Roman characters, but if you are serious about learning the language, you will need to learn the original characters. Once you've learned the alphabet try, reading an online Arabic language newspapers such as the Nawaiwaqt eNewspaper or the Daily Jang. Use an English-to-Urdu dictionary like Urduword.com to make your way through the text.
You can find useful tools to develop your Urdu listening skills online. One of the best ways to develop your listening skills is to listen to radio and television. Multilingualbooks.com has a useful list of Urdu-language Internet radio stations. Tools such as the Rosetta Stone can also develop your listening skills. Users hear words and sentences read to them and must click on the picture that matches what was said.
The only way to develop your speaking skills in another language is to practice with other Urdu speakers. You can take classes or find a language exchange partner. Fortunately, the Internet also affords the opportunity to practice your speaking skills. You can use the Urdu section of MyLanguageExchange.com to find partners that will exchange Urdu for English or another language you speak. If you find yourself at a loss for words, and unable to access a dictionary or computer, you can download apps such as Urdu Translator for your smartphone.