I've been reading The New Hermetics, and it's got some wonderful things to say about setting goals. Basically, it echoes what has been said by Zac and Pauline, that you simply need to ask the universe for things, and then pursue them.
It's the pursuit that's been hard for me. Not the desire, but the will to make that desire reality through effort and concentration. Thankfully, TNH also has some exercises that will help one focus on what is truly needed and desired.