Rent a short English language video that has subtitles in your mother tongue from your local library.
Watch the DVD all the way through only in English with no subtitles if you are at an intermediate or advanced level with your English studies. If you are only beginning to learn English it is enough to watch a five-minute sequence of the video.
Watch the video again or the sequence you have chosen in English but this time with subtitles in your own language. Repeat the scenes if necessary until you understand everything clearly.
Watch the video or the sequence you have chosen again in English but this time with English subtitles. Repeat if necessary until you understand all the scenes and sentences.
Watch the video or the sequence you have chosen again but this time dubbed in your own language with English subtitles. Take notes of words you did not understand when you played the video in English, and learn those words.
Repeat some of the sentences yourself and record some of the dialogue from the video using a microphone. Compare the original dialogue against your recording to improve your pronunciation.