Keith's information on secured credit cards is right on. Be careful to steer clear of companies that heavily advertise their low interst rates. Once you have one of their cards, they make you pay in other ways by increasing your credit limit, then raising your interest rate, so you're always in debt with them; email me for the one that does this routinely. In addition, some companies also report that your credit limit is "0" so that your credit score is lower, and other companies won't entice you away. If your limit is "0," any balance you have lowers your available credit to a negative number, unless you have other credit lines available. And, it's legal! Imagine even owing $500 when your limit is "0!"
Pay your balance off monthly, and you and your credit can't be help hostage by any credit card company.
Have different types of credit: a car loan, student loan, mortgage, etc.. I know I'm getting ahead of your situation, but it's something to think about as you build your credit. They don't have to be huge loans, just different types. If you can pay most of a car in cash, for example, and pay the rest with an auto loan, you're accomplishing this.
Good luck to you!