Steps to practice Pranayam

• To practice Pranayam, sit relaxed in a well-ventilated place, preferably in a garden or near a tree. Sit on a chair or on the floor.

• Sit relaxed and try to calm the mind for a few minutes.

• Keep your body straight, backbone stiff, head up, chest out, eyes
  front.

• Place the right thumb on the right nostril, and inhale  slowly through the left nostril. Keep inhaling slowly, until you feel at ease, as long as you conveniently can. While inhaling, let the mind not be vacant. Observe the very act of you inhaling. As days go by you will be able to witness yourself watching the breath and your thoughts.

• When you think you have inhaled to your best ability close the left nostril, through which you were inhaling, with the two middle fingers. Thus, when you close both nostrils, let not the breath escape through the mouth; retain the inhaled breath within you in the lungs, in the stomach, in the abdomen; all the cavities being filled with air, the air which you have inhaled.

• While in this position, let the mind not be vacant. Observe the very act of you holding the air.  As days go bywith this practice you will be able to witness yourself watching the breath and your thoughts. Your mind will wander but keep observing the thoughts.

• When you think that you cannot hold the breath any longer, then, keeping the left nostril closed, open the right nostril slowly, gradually exhaling through the right nostril. Here, let the mind not be vacant; let it observe the very act of exhaling.

• When you have exhaled, when you have breathed out as far as you  conveniently can take the hand from your nose; don't allow air to come in for sometime, for as long as you can, and while, by your efforts, the air is not allowed to enter the lungs through the nostrils, let the mind again observe the whole process.

• Then allow the  breath to fill your nostrils. Inhale and exhale just as you would inhale and exhale rapidly after taking a long walk. This natural inhalation and exhalation which will go on very rapidly is Pranayam by itself. This is our
  natural Pranayam.

Thus in this Pranayam, you went through four steps, both physical and mental. The first step was inhaling. The inhaling part was the physical process, and observing was the mental process.  Again, while you kept the breath in your lungs, there was a double process, the physical process of holding the breath in your lungs, and the mental process of observing. In the third step, you exhaled through the right nostril and then there was the fourth step of not breathing. This is the first half of Pranayam. One half is finished with the four steps.