They normally follow a set sequence and many people like to use a tape or CD to assist with relaxation response exercises.
Here are a couple of exercises to try.
Find a comfortable position with your body loose and your eyes closed.
For the best results, sit in a comfortable chair or lie on your back on the bed.
Start with a breathing exercise, even if it is just 5 deep breaths in through your nose and out through your mouth.
Feel the weight of your body pressing down into the chair or onto the mattress.
Notice the points at which the surface touches you and feel the way that gravity presses your body down onto that surface.
There could be more than one surface you are noticing, such as the chair and the floor if you are sitting.
Now slowly notice where you feel tense.
Scan your body with your mind, sensing tension.
You can start with one area and move to the next, or you can find the most tense spots first and then work towards the less tense areas.
Focus on one area and picture the tension as having a certain shape.
Is it round? Sharp? Smooth? Hard? It doesn't matter what shape, size, or color you conjure up - but you should imagine this shape as being heavy.
Once you have a mental picture of the tension, "release" it by relaxing that area.
Imagine that the tension is being pressed by gravity down onto the surface that you are lying or sitting on.
Now imagine that the tension is passing into the bed or chair.
It is not hurting you or the object, just passing like invisible energy.
Then it moves into the floor, then into the ground.
Imagine that in the ground, the tension is neutralized.
It is absorbed by the earth and rendered harmless.
Continue to locate, picture and release the tension, breathing evenly and deeply.
This next exercise is wonderful for relieving tension and inducing sleep.
If you love the beach and love to watch the waves, then this is a great one for you.
It is not uncommon to fall asleep before ever finishing the exercise, but if you finish the exercise and are still awake, do it again slowly.
You may want to experiment with sleep-inducing tapes or CDs for this exercise.
Specifically, you'll want to find a tape or CD with the sound of ocean waves, as this exercise involves some visualization about the sea.
You can take the visualization as far as you want to, picturing the beach, your outfit, the weather, etc.
However, this might become distracting.
For the simplest version, simply imagine that you are lying with your feet pointed towards the ocean.
Start by closing your eyes and performing a breathing exercise to help induce general relaxation.
Once you have started to relax and feel comfortable, you can begin your visualization.
As you breathe in slowly, start to imagine your intake of breath as a wave coming onto shore.
Then, as you breathe out, picture the wave returning to the ocean.
Now breathe in and imagine a wave hitting your toes.
As you breathe out and the wave withdraws, it pulls with it all of the tension in your toes.
You can imagine that you are made of sand and that the waves wash away your toes, slowly dissolving them into the ocean.
With your next breath the wave hits your feet, and again, as you breathe out, it recedes and takes with it the tension in that area of your body.
Continue to repeat this process and slowly move up your legs to your torso, arms, chest, shoulders and finally your head, gently washing the tension from your whole body.
As you continue practicing this exercise, slow the process down with each successive practice and "dissolve" progressively smaller areas of your body each time to gain the maximum benefit.