How to "Hockey Stop"
The key to learning how to hockey stop is to become comfortable with the edges of your runners (skate blades). When you're out on the ice, stand in place and push outwards with one of your skates to shave the ice with the inside edge of your skate blade. Performing this motion will help you get used to the feel of stopping and will help you become familiar with the edges of your skate blades.
It's actually much easier to learn to hockey stop with dull blades rather than with sharp blades. You'll probably fall flat on your face if you're learning to hockey stop with sharp blades because your ankles will not be able to handle the torque caused by your blades digging deep into the ice.
After you've gotten used to the sliding motion of shaving the ice, skate slowly along the boards and try to replicate the motion that you practiced while standing still. As you become more comfortable you can safely increase your speed incrementally with each successful attempt to hockey stop.