Obtain a shorthand book or kit that outlines the letters and short forms that are used in shorthand. Classes in shorthand are not offered in the United States as they once were --- you will have to find old books, or look up the lessons online.
Read the shorthand letters and phrases first and compare them to the longhand key when you need help. The first step to teaching yourself shorthand is to learn how to read and recognize the letters. Once you can read it thoroughly, it is time to move on to the actual writing.
Copy each letter of shorthand several times and then compare what you have written to the book or shorthand kit. Make sure your letters are comparable to the ones listed.
Continue writing each letter, word and then sentence from the book repeatedly until writing shorthand feels normal. Learning how to write shorthand is a skill that is only acquired with lots of practice and dedication.
Move on to having someone dictate words and then phrases for you to copy down. When you are more comfortable with shorthand, have someone dictate to you, or attempt to write along with a voice recording.
Increase the speed of your writing by having someone dictate faster and faster until you have mastered the art of shorthand.