Set the mood. The setting of a scene can make a large impact on its mood. For instance, darkness, thunderstorms, sensations of being touched, decay and solitude all create feelings of heightened anxiety. Use sensory details to build on those feelings – a sudden breeze, or an eerie stillness. In the same way, visuals such as dark, heavy curtains or rotting wood can produce similar feelings of apprehension.
Create complications. Unexpected dilemmas, even small ones, help amp up the suspense of a scene. Examples include having the main character forget a key that is critical to success, or finding out there are not just two, but three men in the car that's following him.
Raise the stakes. Make sure that the price of failure for the protagonist is great and, if possible, increasing throughout the story.
Go slowly. A good way to slow things down is by cluing in the reader to a threat that the protagonist is unaware of. By adding small complications, one by one, the scene is slowed to a crawl while the tension continues to mount for the reader.
Play up the unexpected. By having a character behave in a way that the reader doesn't anticipate, you immediately create a sense of surprise and increased suspense. For example, laughter at a moment of fear, or catching a glimpse of someone presumed dead. Unexpected details challenge the reader's sense of what is normal -- helping to increase the suspense of a scene.