The first step is to find a nice short rail, preferably down 3 to 5 steps. Then, skate straight towards it and jump as high as you can to see if you can make it above the rail. Don't try and jump over the rail your first time, just jump next to it so you can't catch your feet on it. If you're having problems getting high enough, try going faster. The faster you go, the farther out you'll jump and the farther down the rail you'll be when you peak.
Before you go any further, lets define a few terms. A fastslide is a grind in which the lead foot is sliding along the rail, and the trailing foot isn't on it. A backslide is the opposite, with the trailing foot being slid upon and with the lead foot being lifted/ grabbed. A soulslide is a soul grind in which the lead foot is lifted off and you are grinding only on the soul of your soul foot.
Backslides are found to be easier to do than fast slides by most. To do a backslide you approach the rail just like you were going to do a normal grind, except you want to hit the rail with just the outside edge of your back foot. Remember, the key is that you don't want to put any weight on the sliding foot or it will slide out from under you.