Invest in a grammar book for beginners, written in your native language, for the language you are studying. Start by learning simple structures such as the present simple tense, or its equivalent before moving on to more complicated structures. In addition, purchase a bilingual dictionary and begin learning simple pieces of vocabulary and common phrases.
Take language classes from a reputable school if possible. A good language teacher will conduct activities that will maximize the time you spend speaking as well as provide appropriate feedback. Alternatively, consider participating in a language exchange where you teach your language to someone who would like to learn it and they teach you their language.
Purchase, or borrow from your local library, language CD's or tapes. Listen to these as frequently as possible and repeat the sentences after the speakers.
Write vocabulary you are trying to learn on flashcards. Carry these with you at all times and use them to test yourself when you have free time.
Read books--graded readers are especially useful as they allow you to read at a level you are comfortable. Read newspapers in your target language to increase and consolidate your vocabulary. Initially, try to gain a general understanding of any piece you are reading before using your dictionary for specific pieces of vocabulary.
Watch movies or TV programs in the language you are studying. Most movies will have subtitles in your native language so that you can listen to your target language and still fully understand the movie.
Talk to speakers of your target language. At first you may find this a difficult and frustrating task, even if you can read or write the language reasonably well. The more you speak, however, the easier it will become.
Listen to songs repeatedly in your target language. Most songs will have lyrics available online making it easier for you to understand them.
Visit or move to a country that speaks the language you are learning. Using and hearing the language on a daily basis will accelerate your learning considerably.