Expose yourself to English-language media. This is the cheapest and most readily available method of immersion. Listen to the radio, watch television, listen to music, all in English. This will get you used to the language, and expose you to endless vocabulary and different accents.
Associate with anyone who speaks English. Wherever you are in the world, there are bound to be people who speak English. If you're not yet ready to speak, listen. The point is exposing yourself to as much natural English as possible.
Talk to children who speak English. Children have a simpler vocabulary and lots of patience, and they usually enunciate more slowly than adults. This will allow you to catch on at a faster pace. Children are also less intimidating to question, and less likely to cave to pleas to speak in your native tongue.
Travel to an English-speaking country for true immersion. This is the most effective way to force yourself to abandon the crutch of your native language. A few months spent in an English-speaking country is an indispensable method of wiring your brain to speak like a native. Being forced to interact entirely in English in everyday life will eventually make you think like an English speaker.