Visit websites such as MusicCDdsTape, Learning-Tapes or PlayPiano and purchase training tapes for your particular musical discipline (See References and Resources). There might also be training tapes and CDs available from your library.
Play the tapes and follow the exercises. The tapes are designed so that you repeat the tune or vocal performed in each exercise. Master each step before moving onto the next as the exercises on the tapes increase in difficulty.
Practice the exercises you have learned on the tape in your own time. Purchase sheet music for the pieces of music on the training tapes if possible and begin to correlate the different notes, chords and harmony's with the notations on the paper.
Listen to as much music as possible, from as many different genres a possible. Use the skills you have learned from the training tapes to determine what notes are being used in the songs. Learn your favorite songs from the tapes and CDs and practice playing them for friends.