Mindfulness is a mental state of awareness. To experience with openess, receptiveness and interest.
You are aware of your thoughts and emotions but you just accept them; you notice them.
Solihull CBT offers Mindfulness training, together with Acceptance theory in Birmingham and the west midlands.
For now try this ...
Next time you eat something, take the opportunity to savor it, to fully taste it. Let your thoughts come and go and just focus on the sensations in your mouth.
Most of the time we eat we are scarcely aware of what we are doing.
Eat it slowly, chew it. Notice the texture; bitter or sweet; smell?
Why do this?
To connect with the World. You have probably tried "not to think" bad thoughts; not to feel anxious or down. Did it work? Perhaps for a short time but it nearly always comes back. Mindfulness teaches you to accept these thoughts and feelings - to say "hello" to them but to carry on noticing the world around you (or the exercise)
It is not something you can just do - you will need to learn it and put in lots of practice.
A CD is a great introduction; like the one that comes with "The Mindful way through depression" book. The "Happiness Trap" by Russ Harris is also an excellent introduction to Acceptance theory.
In just 6 sessions of Mindfulness training from Solihull CBT you will be able to understand and succesfully implement Mindfulness in your every life that will have a positive effect on your wellbeing (as long as you put in the practice as well :-) )