Purchase a good thesaurus. Mark Twain said, "The difference between the right word and the almost right word is the difference between lightning and a lightning bug." When writing a description, finding the right word to describe something is crucial. A thesaurus can help you find more concrete words for what you want to say.
Visualize and immerse yourself in a setting as you write it. Allow yourself to write freely, adding in all of the visual, aural and olfactory senses you can think of. All of these descriptive elements will not stay, of course. It's important to capture everything you can in the beginning, while your idea is fresh, but you'll cut later on.
Read the passages you write with an eye toward focusing the description. An example:
He walked into the bar and was immediately lost in a thick fog of smoke. The rumble of the bass from the overhead speakers made his bones aches. Colored flashing lights assaulted his senses. He could smell fried chicken grease from somewhere to his left, beyond a door marked kitchen. He headed for the door, making his way past a girl in a too-short dress, a man who wore a polka-dot tie, and a little old woman with blue hair . . .
This could be cut. Start by finding the details that aren't necessary to the scene and work from there. No matter how much you like something you've written, if it slows the story down, it has to go. This section could have used less emphasis on the people he passed on his way to the kitchen. You want to get the character into the kitchen. Was the smell of chicken grease important?
Rewrite your descriptions to make them effective. Example:
He walked into the bar and was immediately lost in a thick fog and the rumble of bass-heavy music; colored lights assaulted his sense of balance. The smell of frying chicken hit him full force.
He headed for the kitchen, making his way through a throng of people with no better place to be . . .
The rewrite includes only information essential to move the scene forward. It's much leaner and gets to the action (narrative) quicker.
Rewrite descriptions to focus on the setting's essential elements without getting lost in the minute details. Adding too much detail not only slows the pace of the story, but can overload your readers and take away part of the joy of reading---using their own imaginations. Think of your descriptions as guides, meant only to get the reader started.