Pick a multi eye-shadow palette. Prime your lid by patting on regular foundation — it’ll form a base for your makeup to stick to. Dip the tip of a dampened makeup brush into the darkest shadow, and draw a line across your upper and lower lash lines.
Click on the continue reading link below to see the few steps it takes to achieve this look.
Before the shadow dries, look up and blink—this marks a line on your skin in the creases, which you’ll want to fill up to with your contouring, medium shadow.
Rub the softest color in your palette above the creases and up to the brow bones to highlight.
Sweep the light, pearly shadow around the corners of your eyes to make them seem larger (you can even dust a little under your lower lashes to offset dark circles).
Trace on one last layer of the darkest color as liner, and smudge it with your finger or a cotton swab for a blurred effect. For extra oomph, curl your lashes, and coat on the deepest, darkest mascara you can find.
Thanks to Cosmo for the great tip!!
source: http://www.ladyandtheblog.com/2010/04/30/step-by-step-instructions-the-smokey-eye/