So you've probably seen shots of star trails where the stars are turned into white lines that move across the sky, and you've probably seen shots like these where they are still. I've shot both and they are completely different to shoot. Since the photos below are all shots of stars that aren't moving, I'll explain how to make a photo like these.
So first, pick a landscape scene that would look good against a night sky. Shooting just the stars and nothing else is pretty, but not very interesting. Also, I shot these in Arches National Park, where there aren't any cities close and the stars are super bright. I lucked out on this trip because I was there during a new moon, so moonlight wasn't an issue either.
Next, you need to set your ISO pretty high. This will make your sensor very sensitive to light, and will allow you to flood the sensor with every inch of light much quicker than having a low ISO. The downside is that you loose some quality in the image at 5000 ISO vs 100 ISO, and the image will be grainy, but these things can be overcome with digital photo editing software (I use Lightroom 3 and love it). I shot these photos at 5000 ISO.
Your Aperture will need to be wide open. I shot these at f/3.5 (the widest this lens could go).
Your shutter speed is what you'll need to experiment with. I shot all of these at around 1 minute.
And that's how you do it. I recognize that most people don't have a camera that can go up to 5000 ISO and most don't have cable releases to get their shutter speed past 30 seconds, but you can find a way to make it happen! Go out there and experiment with your camera! If your highest ISO is 1600, try it at that setting! The main point is to go out there and practice and try to make it happen!