There are many ways. Sometimes and egg can split, and this can cause fraternal twins. Sometimes women make more than one egg during ovulation and sperm attaches to both, causing her to be pregnant with non-fraternal twins. Your chances are increased if twins run in your family. Also some say diets help, like lots of diary and yams. Women that are older and/or overweight tend to produce more eggs, and are more likely to have twins.
Also, some people become pregnant with twins on purpose with IVF. That is very expensive though.