1. I used to watch that American TV series "24" and I tried to repeat everything Jack Bauer said in the same way he said it... I even tried to mimic his facial expressions. People say my accent improved and nobody complained that I speak like a CTU agent. You can pick your favourite character.
2. There are great services like http://livemocha.com/ - you can do exercises and you can record yourself and upload it and native speakers let you know what mistakes you made - you do the same thing for people trying to learn your language. And even listening to yourself from the recording helps.
3. I got rid of the fear. At the beginning I was afraid to talk, I don't even know why, nobody is ever going to laugh at you. But I learned that foreign accent can even be good for you... it makes you interesting and it's a conversation starter - oh, how many of my friends I met after "that's an interesting accent, where are you from?"