Try to get to the lowest level of the building (unless you are in a mobile home or outdoors, in which case you should seek a sturdy and safe shelter; many mobile home parks have a centrally located tornado shelter these days). Go to the center of the room and hide under a sturdy piece of furniture. Stay away from windows, hold on to the leg of a table or something else stable, and protect your head and neck with your arms. If your home has a basement, take shelter there. If not, interior bathrooms are usually the sturdiest rooms in a home, and you can protect yourself further by climbing into the bathtub.