1. Pick a small feature (box or rail) to learn on. Boxes are probably best, because they provide a nice large area to balance on. Smaller is better at first. This way it won't hurt so much if you fall.
2. Check it out. Take a look at the jump to get on to it, also look at the landing. Things to consider, can you ride on to it? Is there a gap between the jump and the feature? What is the landing like, is there a huge hole?
3. Try it: approach the feature with medium speed. You can watch other riders to see how fast they go. In general speed is your friend, because if you fall, hopefully the speed will carry you over the feature so you land on softer snow, not metal.
4. Focus on the lip of the jump on to the feature as you approach. Ollie on to the feature and turn your shoulders towards the end of the box. Bend your knees for the landing on the box. Once you are on the box, stare at the end. Don't stop staring at the end until you are there. Don't lean back or you will end up on your butt.
5. Turn your shoulders back when you get to the end; your normal front shoulder should be forward, you should spot your landing, bend your knees, and stick it.
6. Make sure your knees are bent when approaching, landing on the feature, and landing back on the snow. Commit to it, if you chicken out halfway through, your done.