This is to help people with a high level of anxiety or tension who have difficulty relaxing. It also helps me to get to sleep.
Start by either lying flat on your back with your arms at your sides with the palms down, or sitting up straight in a chair, feet flat on the ground and palms flat on your legs.
Begin breathing slow, deep breaths. For these to be "properly deep" breaths, your stomach area should move and fill before your chest starts to move. This can take some practice, and some do it easier than others. Don't work too hard at it, though, or get frustrated by it; that will ruin the point of the exercise.
Think about somewhere warm. This sounds silly, I know. But even thinking about being warm can increase your circulation marginally and help you relax.
Now, starting from your toes and working your way up, tighten and tense your muscles. Hold, for example, your toes/feet tense for a couple seconds, then release. This helps you to realize what parts of you are tense, and the difference between relaxed muscles and tense muscles. Sounds silly, but you can be tense and not know it. Slowly work your way up your body, doing everything from your lower back, hands, arms, to forehead. Do it slowly, take your time. Then work your way back down, making sure to fully release your tension each time.
Done properly, this whole process can take about fifteen to twenty minutes.
I hope this helps someone. I'm really swamped with work at the moment, so this is all you're getting out of me for a few days!