Have you ever been called boring by a girl who only talks about monkeys? Are you dating a Venezuelan girl because no one in America is "sophisticated enough to get your humour"? Do you constantly flee your problem by travelling to distant countries?

[edit] Steps

First of all, don't spend all your time trying to be funny. It will only make you look and feel ridiculous. Looking on the Internet is a good place to start.
Make jokes at your own expense. People will find it easier to laugh at you than themselves.
If someone is able to laugh at themselves, poke fun gently, not unkindly. Make sure you don't go too far, as everyone (including the person being laughed at) will appreciate it if it's only a little, but too much, and you can overdo it.
Consider what kind of people you are around, and what makes them laugh. If you happen to think something's funny, but the other people don't, then don't point it out. Just enjoy it quietly by yourself.
Telling jokes if they're awful will not make people laugh, only groan in agony. Please, please, please don't tell stupid jokes.
Consider your strengths. Different people have different ways of being funny: some people rely on sarcasm and witty comments to be funny, some are very good with jokes, some people are funny because of their ditzy behavior. Once you see your field of humor, build! Watch sitcoms where the character also uses this type of humor. Look on websites for jokes. Watch comedies. Practicing your field of humor will strengthen your own humor.
Practice your timing. Many things are funny if you pause right before the punchline to build the drama. Don't smile or laugh until a couple seconds after the punchline. That way people can never be sure if you are joking or not. If you say something seriously but a little weird they will think it's a joke and you have a deadpan sense of humor. During this period of time, quickly storm through things to say. Try to say the funniest thing possible.

[edit] Tips

Tag-lines, such as "Stupidity is not a handicap" are very funny. Some people enjoy them greatly, but other people just go "huh?" and don't get it. Again, consider your audience.
Watch a lot of TV comedy and learn from their interpretation; learn the way they act and see when the audience laughs and try to do the same thing. Then add in your own style.
The wittiest people are often the most unhappy- so remember that you can't have it all.

[edit] Warnings

No stupid jokes!
Only be funny in appropriate times. Knock knock jokes at a funeral are No-Nos. It's a funeral, after all! Funerals are for mourning, not giggling.
Don't tell the same joke twice within ten minutes or it just gets old really fast.
Don't act stupid because you think its funny, you'll just embarrass yourself
Remember, plays on words such as the one above, can lead to epic moments in comedic history, or moans and groans from all who encounter them.
Please don't make any dumb jokes that hurt like "I bet you that nerd's mother thinks he is also geeky" or something like that.
If you try being funny by being random, DON'T DO THE SAME THING WITHIN THE NEXT 10 MINS.! It just gets stupid if you do that.
Don't wear t-shirts with slogans that are supposed to be funny. It makes you look lame and everyone will figure out you get your clothes from Wal-Mart.
Being "random" does not make you funny. Yelling out things like "Purple monkeys stole my lamp shade" and so on will just make people think there's something wrong with you.