Apply neutral base colour all over the eyelid (something like a biscuity colour is good) then get darker colour (say chocolate brown) and starting from the outer corner of the eye, sweep it over the eyelid, concentrating on the crease. Fade it out about midway across the lid, (blending is really important with smokey eyes)
Underneath the eye, use a black or brown eyeliner on the rim and apply lightly beneath the rim too, in the lash line, again concentrating it more heavily towards the outer portion of the eye, this creates a wide eyes look. If your eyes are looking more round and stare-y than feline and almondy at this point, wipe some off in the middle and it should look better) get a cotton bud or eyeshadow brush and smudge the eyeliner slightly, but don't bring it down too low or you'll look like cleopatra.
Finally when this looks ok you can add a little of your chosen darker eyeshadow over the top. This sets the eyeliner, makes it more permanent and ties it in with the upper eyelid, although it isn't strictly necessary. Go sparingly as it's easy to add too much and look gothy.
Then add a few coats of black mascara on upper and lower lids and faff with eyeliner until you're happy. You can also highlight your brow bone with a lighter colour (cream or something) if necessary but this can sometimes look a bit too much so use your own judgement. A dot of lighter colour in the inner corner of the upper eyelid can brighten the eyes, too.
Just basically blend and faff; blend and faff. My friend used to apply her eyeshadow then blend it all with a blusher brush. hth!