When uranium is mined from the ground as uranium ore, it is first processed and turned into uranium metal by electrolysis or thermal decomposition.
However, this uranium is actually made up of different kinds of atoms - uranium-238 and uranium-235 (and a little bit of u234). These are called isotopes because they are the same element, but the nucleus of u238 contains 3 more neutrons than u235. U238 is far more common - 99.3% of the naturally occurring uranium is u238.
For uranium to be useful in a nuclear reactor or weapon, the content of u235 has to be increased to something like 3-7%. This is because u235 is the less-stable isotope, and the one involved in nuclear reactions. Increasing the concentration of 235 is called "enrichment", and there are a couple of ways of doing it.
One way is to evaporate the uranium into a gas, and then let it diffuse down a very very long pipe. Because u235 is a lighter isotope, it will have a greater average velocity, and if the distance is long enough, the 235 will make it to the end of the pipe faster than the 238. So that's one way of increasing the concentration.
Another way is by centrifuging - you load the uranium up into a centrifuge, evaporate it again, and then spin it around really fast. The denser 238 atoms sink to the bottom of the centrifuge tube, just like how water stays in the bottom of a bucket if you swing it around fast enough.
You can also use a modified type of mass spectrometer, but that's pretty specialized and is only really useful in a research setting.
However, don't try this at home. First of all, you can't just go out and buy uranium - it's sale is controlled by various governmental agencies and every scrap of it that moves around has to be approved by various levels of government.
Second of all, it's very dangerous stuff to be around - highly toxic and likely to cause cancer if mis-handled. So stay away!