It's not as easy as some new agers would have you believe. The ajna chakra aka third eye "opens" only once you have managed to bring Kundalini Shakti all the way up to that level from your Mooladhara chakra at the base of the spine. Most people rarely have their consciousness go higher than the Mooladhara. Even bringing it up to the Anahata or heart chakra is a major accomplishment in itself.
What you
can do fairly easily is
cleanse the Ajna chakra and
energize it. The Ajna is blocked by ego, or a sense of personal doership as a separate physical entity. Surrender to existence or an enlightened Master whom you trust helps create greater awareness of the third eye. Gazing with an unfocused look at the flame of a wick lamp filled with ghee (clarified butter) is a yogic exercise which can help create that awareness as well, but is a slow method.
Repeated deep meditation experience of Samadhi (where only pure consciousness remains, and experiencer and experience have merged into the void) is the best way to start functioning from the higher chakras.
If you'd like to see an interesting video about the third eye as demonstrated by SPECT scan brain imaging, check out
this podcast.