I would add a little bit of money at a time to a PayPal account until you had a few hundred dollars (say $25 a month saved for a year), then start to buy online stuff yet keep putting the same amount of money in every month (like you would pay on a credit card) and after a couple years, apply for a PayPal Visa credit card (it's good online and off).

You could do the same offline; open a Bank of America savings account and put $25 in a month, then use the money for a secured credit card, etc. like jesusplay did.