If you're starting from the beginning, you might want to pick up and read a copy of Randy Peterson's (he's the sponsor of this site) Mileage Pro book, it will give you a good solid understanding of frequent flyer programs and will give you solid tips on how to maximize your mileage collection process. Here's a link: http://www.mileageprobook.com/

For help here, it's a good idea to give us a better understanding of your flying habits. What's your home airport? Where do you fly to and how often? What kind of tickets do you buy? Is price the most important factor when you fly? Do you always want to take the most direct route? What kind of credit cards do you have, and are you willing to switch to one or more that allow you to earn miles?