Doors that shut on their own are designed that way for a reason: to prevent the spread of fire and smoke in a building. Sometimes you need to hold the door open temporarily, though, such as if you're moving furniture through the doorway. If you're in a pinch and you don't have a wedge on hand (the preferred method, see Warnings below) you can hold the door open with a coin.
Step 1: Getting The Supplies
Come on, if you don't have a quarter you are seriously poor (Euros work too.)