1. Learn the sounds of English
English uses different sounds than other languages. For example, the first sound in the word thin and the first sound in the word away are never heard in many languages.
Therefore, you have to:
know all the English sounds
listen to how they sound in real words and sentences
practice your pronunciation — listen to English words and sentences, and try to repeat them as well as you can
It's not so important to spend a lot of time practicing; it's more important to do it regularly. Many learners find that just starting to pay attention to pronunciation helps them improve a great deal.
It is a good idea to try to imitate English words whenever you're listening to anything in English (watching TV, watching a movie, etc.). You should also try to pronounce English words whenever you're somewhere alone with a little time to spare, e.g. while waiting for the bus, taking a shower, or surfing the Web. Once your mouth and tongue get used to the new sounds, you will not find them difficult at all.
You will need at least some talent for imitating sounds (for instance, if you can imitate people in your own language, it should be easy for you to "do" English pronunciation). However, if you don't have these skills, you can achieve a lot with persistence and a little technology. One helpful technique is to record your voice and compare it with the correct pronunciation. This way, you can see where your pronunciation is different from the original and you can gradually make it more native-like.
Oh, and one more thing: Don't let other people tell you that "since you are a foreigner, you will always have a foreign accent".
2. Learn the pronunciation of English words
Reading an English word does not tell you how it is pronounced. This means that, generally, you have to learn the pronunciation of every word that you're going to use.
How can you learn the pronunciation of an English word? You can look it up in a dictionary and read about how it is pronounced. Dictionaries tell you about pronunciation through a special system called phonetic transcription.
Phonetic transcriptions are written in a phonetic alphabet. The most popular phonetic alphabet is the International Phonetic Alphabet (IPA).