There are a few techniques for doing it, including 8 limbs of yoga ( pratyahara and dharana especially), but even just reading Thai The King repeatedly and simply trying to understand it and then following the practices therein will give enormous results. Any good translation will do for a start.
Discussion
also try dhamma.org
Yep.
There's actually a literature on the subject. The simplest probably best short one is called 8 lectures on Yoga, by Aleister Crowley.
Its pretty awesome and gives great intro for a western mind. There's also Raja Yoga by swami Vivekananda. Both great works that direct you further,while giving simple (explanations that is ;) ) techniques right there and then.