Save yourself from the earthquake.

Crawl under a sturdy table and cover your face and head with your arms. Stay away from windows and large bureaus or bookcases that could fall. If you become trapped under debris, cover your mouth with a cloth or shirt, and tap against a pipe or other object to make noise. (Don't yell for help unless you have to; you risk inhaling dangerous quantities of dust.) If you are able, leave the building once the shaking stops--aftershocks can bring down a structure compromised by the initial quake. Finally, if you're outside during the quake, steer clear of buildings and utility wires.

In MOST situations, you will reduce your chance of injury if you:

DROP down onto your hands and knees (before the earthquakes knocks you down). This position protects you from falling but allows you to still move if necessary.
COVER your head and neck (and your entire body if possible) under a sturdy table or desk. If there is no shelter nearby, only then should you get down near an interior wall (or next to low-lying furniture that won't fall on you), and cover your head and neck with your arms and hands.
HOLD ON to your shelter (or to your head and neck) until the shaking stops. Be prepared to move with your shelter if the shaking shifts it around.

Most steps which are extremely helpful:

1.) If an earthquake is occurring the most important thing to do is to DROP and COVER. Drop and cover means to fall on to the floor and get under something for protection. During an earthquake, if you are indoors, it is very important to stay calm and take cover under a heavy object.

2.) If you are outdoors, stay as far away from buildings as possible.

3.) Stay away from glass or anything that could fall.

4.) If you are in a crowded area, do not even consider running for the nearest exit. Everyone will be doing that, and crowding will lead to even more injuries. Take cover under something heavy and stay away from things that could fall on you. It is also very important to remain as calm as possible.

5.) Be prepared for aftershocks after the initial earthquake has ended. Aftershocks are follow-up earthquakes. They are smaller than the first one, but still are very dangerous.