The best way to learn how to tell a story? Read and listen to others. One of my favorite sources is This American Life with Ira Glass. He and his team are master storytellers (download their new app for the iPhone, which gives you access to the entire TAL archive and costs just $2.99).
A few years ago, Ira recorded a four-part YouTube series on how to tell stories (watch the first one here; click on the link to get to the rest). It’s well worth watching.