Write about a problem the main character cannot easily solve. Put this at the beginning of the story. The problem can be about money, work, love or anything you imagine. Because of the problem the main character makes a choice. This is your first scene.
Describe the character's physical traits and background in relation to the problem. For example, if the problem is about money the main character could be addicted to gambling. Write the next few scenes about the character facing obstacles.
Design the setting to add tension to the story. For example, a family dentist argues violently with his wife within earshot of a busy waiting room. Use just one setting through out the entire story.
Answer every reasonable question the reader might ask. Do not leave any loose ends. The resolution of a short story is the final result of the choice in the first scene. Because of this choice the main character's personality will change.