Here are the steps according to ehow:

Step1

Have someone(who has credit) cosign with you on a small loan, a credit card, or a cell phone.

Step2 If a qualified cosigner is not available talk to your bank and they will offer you a credit card that has a $500 dollar line of credit. The catch is that you have to give them $500, which they will hold for a year to make sure that you make your credit card payments. If you don't make your payments they take the payments from your $500 and it ruins your credit. So instead of no credit it would give you bad credit. Make sure this is something you can handle before you try it.

Step3 Different Stores or Companies like Sears, Home Depot, or Lowe's may offer you lines of credit on purchases without a credit history.

Step4 The longer you make steady monthly payments and the more things that you make steady monthly payments on the better it makes your credit look. For instance when buying a house they may want to see three bills that you've paid every month for a year or more.

Step5 Every times someone pulls your credit it lowers your credit score. So if you are shopping around for better rates on a loan go to your bank and ask them what your credit score is. Then go around to different loan agencies and give them your credit score rather than having each place pull and lower your credit. That way your credit only gets lowered once instead of every time you ask someone what kind of rates they can offer you.