Purchase screenwriting software. There are two dominant programs used in the movie business: Final Draft and Movie Magic. Both of these programs are easy to learn and will allow you to write your script in the proper format. They also have sample screenplays built into their software.
Read movie scripts. You can read the samples included in the screenwriting software, as well as download scripts from the Internet. When downloading from the Internet, only read PDF files. Other internet files can corrupt the structure of the original screenplays.
Develop a story idea for a movie. Also develop a theme; this is what your script is about on a deeper level. Structure the story into a clear beginning, middle and end, weaving the theme throughout. Create compelling characters that people will want to watch.
Write an outline of your movie. This is the road map to your story so that you know the complete order of scenes. The outline doesn't have to include character dialogue but should be detailed enough so that you know what happens in your story from moment to moment.
Write your script. Type "Fade In:" at the top left of the first page. On the next line, write your Scene Heading. On the line after that write your scene, complete with action and dialogue. Write a Scene Heading each time you begin a new scene. When you've reached the end of your script, type "Fade Out." at the bottom right of the margin. Two lines below that, type "The End." in the center of the page.