You need 3 things. First you need the first Thu'um you get to level 3. Secondly you need at least 1 companion. Finally a very tall mountain with a steep drop off aka a cliff.
Get where I'm going? You should save here though!
Get your companion(s) between you and the cliff edge and blast them off using the Thu'um. Rinse and repeat! I was laughing so hard and did this for over half an hour last night! :P