Place 4 or more hurdles (or a similar object) on the ground so they are spaced out evenly at one step leg length each. Starting on one leg, balance and raise the other knee up so the hip is at a 90deg angle (thigh parallel). Aim to step over the first hurdle and land in the space between. As you march your leg downwards you are wanting to lift the other as soon as it strikes the ground in a quick 'marching' action. Do one at a time, stopping in between each hurdle to balance and keep control. Use your arms to help the balance and swing phase or 'march' by having opposite arm to the leg up. So when you right thigh is up, your left arm is up. You then swap arms and you swap legs with each marching step.
If you don't have hurdles you can used blocks, bricks or simply marks on the ground. The idea is to 'step over' the object so it is preferable to used something light a hurdle.