Exercise. Singing, when done correctly, is a very strenuous and physically demanding activity. If you are not physically fit, you will get out of breath more quickly and will not be able to keep your breath while singing long phrases. Try to get an hour of exercise a day, even if it's just walking.
Inhale from the bottom of the lungs. The famed opera singer Luisa Tetrazzini suggested that singers think of the lungs as empty sacks that they are filling with air. Fill the sacks as full as you possibly can, expanding your stomach and diaphragm while you breathe.
Avoid letting your breath out in one whoosh. Part of breath control is being able to release a big breath slowly so you can sing lots of notes over it. Practice singing a vowel such as "ah" or "ooh" for as long as you can, on high notes as well as low ones. As you let the breath out, do not let your lungs collapse on themselves. Use your chest and stomach muscles to keep them expanded.
Stand up straight, with both feet shoulder-width apart and your spine straight. This will give the air a clear passageway into your lungs.
Plan out where you are going to breathe in a song. Many singers make the mistake of simply singing until their breath is gone, which often means they have to take a breath in the middle of a phrase. Go through your songs and mark, mentally or with a pencil, where you are going to breathe. It's okay if you can't sing a whole phrase in one breath -- pick a place where it makes sense to breathe.
Engage a teacher or vocal coach if you have the money. It is difficult to know when you are breathing properly, so it can help to have an experienced pair of eyes and ears to guide you and alert you of any bad habits you are picking up.
Sing in front of a mirror, or videotape yourself singing. Watch when you take a breath. Your chest should not be rising up and down, as this is a sign of shallow breathing. Instead, try to make your stomach expand so you can suck air into the bottom of your lungs.