Go to the U.S. State Department's website (see Resources) and read through the information about visas in general and about the different types of visas.
Choose the visa you would like to apply for and read through the requirements to see if you are eligible for that type of visa.
Click on the "Online application" form and download it to your computer.
Fill in the application being sure to answer all questions. Click "Submit" to submit the visa. Some visas may require you to follow specific instructions related to printing it out, signing it or having it notarized before sending in the application.