You should focus on your breath to begin with, count to 4 doing a breath in, stop for 2 seconds, then let out for 4 seconds.
This is an easy breathing pattern that should help you to start with.
Carry on countin in your head and focusing on the tempo until breathing becomes natural, remember not to force stopping of the breath, it should feel like you're doing it more with the move of the lungs than with the throat.
Then start clearing your head out of thoughts and hopefully you should get to "the next stage".