Keep your back straight and try to keep your toes pointed forward, so they don't point in towards each other. Also, this is probably the most important part of walking in heels - let the heel hit the ground first, then roll forward and let the sole hit the ground. Don't worry, the heel won't break if you do this, it's the proper way to walk! The alternative is where you just stomp down the entire foot at once and that's why some girls look silly when they walk in heels. Also you need to make sure the heels fit well. Get some insoles if you need them, they make life so much better! If the back of the heel rubs up against your ankle then it would be a good idea to put some tape (or bandaids) either on the shoe or on your ankle, because the rubbing can create a bad cut and it'll be a pain just to stand.
Then practice, practice, practice until you gain enough confidence. If you look like a clumsy fool it'll ruin the whole look :). Good luck!
Back straight, chest outward, and your eyes must line up parallel to the ground. Don't look up nor down when doing your strut. Instead look straight. Walk in a straight line or near-straight line, which will make your hips sway in a very... sensual manner. And while your working it, keep in mind the magic words "gotta look fierce". Keep all this in mind and you will just make the concept of "sexy" and "confident" eminate from your presence. In other words, guys notice when a girl is workin it. Just my two cents
Practice just walking up and down you're room. Stick close to a wall if you need to at the start (bit like ice skating!). Once you can just walk in a straight line, walk like you usually would (you'll find when you first start walking in them you're a bit rigid). Heels make your bum automatically wiggle, just give in to it and let it wiggle! Don't get anything too high, and don't get a large platform either, I'd say no more than about 3-4inches. Take regular breaks because standing/walking in heels will make your feet hurt at first. Good luck, you'll look stunning!
For a first time heel wearer I suggest going as low as the dress will allow. Also, wedges are the easiest type, you hardly notice the difference between them and flats. Oh, and I'd practice going up and down steps, otherwise you could end up clinging to the railing or fallling. Plus, great practice in moving in them.