http://www.ssa.gov/online/ssa-561.html

http://www.ssa.gov/pubs/EN-05-10058.pdf

http://www.ssa.gov/online/ssa-561.html

You can call, drop by your local SS office or write stating you wish to appeal. Then, SS sends you the correct forms. If you were denied for a medical reason you can simply do the appeal online.

You can submit new medical evidence to help strengthen your case. Did you have an FCE performed? Did you have a Residual Functional Capacity form/s filled out by your doc/s? http://disabilityblogger.blogspot.co...-residual.html

If you don't have an attorney or a non-attorney rep, I'd recommend digging into the info here as well:
http://ssdfacts.com/forum/index.php/board,15.0.html