Answer:
Don't. But if you're wondering how it happens, its as easy as sinning. The more bad things you do, the more evil you become, the more authority evil beings have on you, and the easier it is for them to influence you. Full on possession is a rare thing though. Most of the time you'll see a partial effect where your only going to be possessed if your thinking about/doing a bad thing. In which case the demon/etheric vampire is going to try its best to get you to continue/make it more severe.
If you're wondering how to get rid of a possessor(Listed from least dangerous to most effective):
1. You can stop doing bad things. Albeit this is a slow process and it make take several weeks for it to have any real effect.
2. You can get someone to perform an exorcism for you.
3. Get baptized(again if necessary).
4. Black salt(again falls under the category of the occult) : http://paganwiccan.about.com/b/2008/04/02/black-salt-how-to-make-your-own.htm
5. The occult.. specifically the Lesser/Greater banishing rituals of the pentagram. Note that if you decide this option, you will make yourself a prime target for demons in the future as they love to get a hold of people who have a large qi or life energy.
6. Evoke God(Extremely dangerous, but if done properly will always work. Albeit praying is probably better a route than a formal evocation).