Practice!
Start with a cylinder for the head, one for a torso, two for each arm and two for each leg, and shape them using vectors. There is a gmax file made by one of the creators which demonstrates the principles by showing a semi finished product. I've got a copy and if you like I will send it to you by e-mail. My e-mail address is scapegoatspiegel@hotmail.com so if you'd like the file let me know.