How do we build Mindfulness?

Through Practice!  Mindfulness is similar to fitness - you can attend a seminar and learn about lifting weights and fitness training but that doesn't make you fit.  You need to go to the gym.  The "gym" in mindfulness is the practice, doing the meditations.  You can "know" you want to be more present in the moment, not react negatively to stressful circumstances etc. but in order to make those changes you must have the presence of mind in the moment and to build that presence you have to train - train your mindfulness.

One of the most important ways to train your mindfulness is through meditation.  Many meditators meditate for 30 minutes a day or more however, you can get started and see real benefit with shorter meditations.  Try starting with 5 minutes a day.  Pick a day to start and try to do it everyday for a few weeks.  In a very well known formal mindfulness program, MBSR (Mindfulness Based Stress Reduction), participants are asked to meditate for 45 minutes a day for a period of 8 weeks.