Listen to the pitch you want to sing, using a piano, guitar or chromatic tuner. If possible, listen to it sustained for a good 20 to 30 seconds.
Start on a note that is comfortably in your range and make an "oo" sound with your voice.
Decide if the tone you are making is higher or lower than the sound you are hearing from the instrument or tuner in Step 1.
Slide your voice higher or lower, staying with that same "oo" sound until you hear that your voice sounds exactly the same as the pitch the instrument or tuner is making. You should sound like an old-fashioned siren, with the tone of your voice raising gradually until it meets the pitch of the note you are trying to match (or the reverse of an old-fashioned siren, if the note you are starting on is higher than the pitch you are trying to match).
Record yourself doing this with a tape recorder or computer equipment so that you can get instant feedback on your progress.