Start by writing down your own name. Think about how you like to spell your name. Look carefully at the letters you use. Each letter should correspond to a sound. Don't worry about silent letters. They don't matter when using a transliteration. If all letters do not correspond don't worry about it. You can easily come close to the sounds you want.
Learn the basic Hebrew alphabet. The Hebrew alphabet is very dissimilar to the English alphabet. Hebrew is written and read from right to left rather than from left to write. Basic Hebrew letters include aleph, bet, gimel, daleth, hay, vov, zayin, chet, tet, you'd, mem, nun, pey, feh, resh, lamed, samech and couf. The first letter of each word corresponds to the pronunciation of the letter itself. Work with a Hebrew teacher to master writing your name.
Learn to write. Once you've learned the basic Hebrew alphabet, practice writing the letters. Hebrew letters have a printed form and a handwritten form. The written form is fairly easy to master. You should be able to write the Hebrew letters after a day's training.
Translate your name into Hebrew letters. If your name starts with an "m" sound, you can use a mem. If your name has an "n" sound in it, you can use a nun to represent the sound.