I learnt the Vipassana technique by attending a free 10-day course run by S.N. Goenka. The course began with the basics and moved on to more advanced techniques. It had a full timetable of activities and asked participants maintain silence. This structure was incredibly helpful in making progress in learning the technique and seeing immediate benefits. For example on the first day I was barely able to concentrate for 1-2 minutes before my thoughts shifted, but by the end I could sit for 1 full hour without moving or losing focus.
The course is run according to a Buddhist technique but is not religious in nature (in fact they ask all participants to remove any religious identifications prior to the course). There is a daily talk about the spirituality behind Vipassana but there is no imposition of any religious practice.
I had received recommendations from friends for it and now I highly recommend it as a really solid way to learn the technique. It's definitely intense but totally worth it.
There is more information at http://www.dhamma.org/ but I'm also happy to answer questions. Email in my profile
+ http://www.samharris.org/blog/item/mindfulness-meditation (guided meditation by sam harris)
+ https://www.youtube.com/watch?v=3nwwKbM_vJc (Mindfulness session at Google by Jon Kabat-Zinn)
+ https://www.youtube.com/watch?v=bKtBxxR0JRM - from http://siyli.org/
If my attention wanders from this sensation, when I notice the wandering, I just bring my attention back to the sensation of air moving through my nostrils. I try not to berate myself about the lack of attention. I try not to see it as some kind of failure, and just bring my attention back.
I've noticed myself getting better at this with time, and it's really helped me get through boring or frustrating little things like waiting in line. It gives me something to do and helps me calm myself.
I think I am calmer overall because of this technique, and find myself using it whenever I get frustrated or upset at anything and it really helps.
I learnt this technique online and it's worked well for me. I also tried guided meditations on apps from Headspace and Calm but found that the guides just interrupted me and pulled me out of focus.
Just set a 5-10 min timer on your phone, close your eyes, and try what I've explained above.
Edit:
If I remember correctly I watched a few videos on meditation on Zenhabits.net. I liked the approach which was very basic. A lot of the guided meditaiton sites I've tried make it too complicated. If you have a look on zenhabits.net you might find something to help you get started.
Your mind will obviously create a lots of "shower thoughts", the goal is to come back "gently" to the focus on the breathing. By gently, I mean you should not feel angry for having your mind wandering, this is natural and expected. The idea is not to block or shut down your mind on any idea arising, but rather when it occurs trying to put them aside, and go back again to the breathing.
It sounds simple and easy, but in practice it is hard to maintain your attention for an extended period of time.
I think in Buddhist tradition it is a part of Samatha [0]
I believe there are some variations like focusing on a candle, or a stone, the advantage of the breathing is that is available everywhere at anytime.
If meditation is too difficult at first, it might be a good idea to start out with a more physical practice such as yoga, tai chi, other martial arts, or even running. Gaining control of your body is a good gateway to controlling your mind.
This is absolutely one, simplest (albeit challenging) exercise that flush your body/mind system and balance you like nothing else.
I add "enter emotional state" practice during this exercise on my own - which adds to the challenge but flexes your emotional endurance "muscles".
All done in one shot together - efficient, challenging and very beneficial.