I spent the last four years as the internship coordinator for our department. The best advice I can give you is to get to know the faculty in your department and demonstrate to them that you are a serious student who does great work. Faculty hear about internship opportunities all the time and can recommend you. They will recommend their best students, because it reflects well on them and the school.
Also, while you are in school, join the local chapter of your industry's professional organization. Not just the student organization; join the local or regional one, and attend meetings. Get to know the members.
Internships, and full time jobs, come through a combination of you doing good, hard work, and cultivating relationships with people in your industry. By cultivating, I mean give back when you can. Keep in touch long after you get internships. Eventually you'll be in a position to help someone like you.
Congratulations on being interested in career exploration. Coop, intern, shadowing, and volunteer programs are extremely important in determining what would be an appropriate career path to follow. Through these programs you not only get to know the inside view of a career (which could be very different that the view from the outside) but you will also get to know people that can help you in your career in many ways. When I was doing college recruiting, the most frustrating time that I spent were those times when a graduate found once on the job, that it was not what he/she had thought it would be, because they did not do enough exploration. Finding the right career area is like buying a pair of shoes. They may look great, but you need to try them on and walk; in them for a while to determine proper comfort and fit.
Here is a site that will help in locating internships:
Your school counselor can help you locate such programs also.
Also the head of alumni relations at your school can help you to meet and talk to graduates of your school who might know of such opportunities.
Best of luck! Please keep me posted. I would like to follow your progress!!