The best way to season a wok is to cook in it. When you cook in a wok, you have to keep the food constantly moving -- up the sides, around the base, anywhere but the bottom, where food steams and doesn't fry. You need a wok stand for cooking and seasoning, especially if you're just learning. You also need high-heat oil, such as canola or peanut.
Fill the wok halfway with water and bring it to a simmer; scoop water as it simmers and wash down the sides. New woks have an oily coating that prevents oxidation while they sit in storage. Three or four minutes of simmering is enough to remove the residue along with any dirt trapped in it. If you feel or see residue on the wok after you dry it, scrub it using hot water and steel wool.
Heat the wok over medium-high heat on the stove for about 2 or 3 minutes; take the wok off the stove and pour in a couple tablespoons of canola or peanut oil. Return the wok to the stove and add a few cups of chopped vegetables. Lower the heat to medium and cook for about 15 minutes, pushing the vegetables up the sides frequently. After cooking, transfer the food to a plate and let the wok cool. Wipe the wok out using a paper towel and wash it in hot water with a metal scrubber, but don't scrub off the patina. Air-dry the wok.