You have to write, write, WRITE. You have to try to write as much as you can. The more you do it, the better you become. Also, don't be afraid to have people tear you a new one on your story. The best thing you could do for yourself is take a workshop class. They can be brutal sometimes, but you have to remember that your story is a pile of paper. Their comments are about it and not about you. I've seen many a person break down after a workshop thinking that people didn't like them as a human being, but after they calmed down and looked at their work, they improved ten fold.
If you can't take a workshop, give it to your friends and family and ask them to find faults. If they're looking for faults, that means that they'll probably find ways for you to improve. A fresh pair of eyes can a lot of times find things that we sometimes miss.
Ask questions. Do the research. Dress up like a character for an hour, act out the actions, get a feel for something. It all sounds like a lot of work, but that's how you learn to make a good piece of writing.
