Step 2: Undock.
That's the most complicated step. The rest of it is pretty simple. I started off my journey as a capsuleer by dying in a career agent mission. This is what happens when you alt-tab out of EVE to do other stuff, then never alt-tab back in. The enemies in rookie missions might be easy, but they'll still kill you if you give them long enough. Apparently I need to train my RL Multitasking skill.
Step 3: Alt-tab out of EVE.
Warping into a mission then alt-tabbing out to do something else has cost me three frigates, one destroyer, two battlecruisers, and one Noctis. I'm fairly certain I've barely broken even on mission running, and if it wasn't for some more experienced buddies dragging me through level 4 security missions with them, I'm not sure I'd have ever gotten the standings for a jump clone.
Step 3, option A: Turn on auto-pilot, then alt-tab out of EVE.
I've since learned to stop alt-tabbing out during important things. That doesn't mean I've given it up, no, I still do it way too much. The convenience offered by the combination of alt-tab and autopilot is dangerous. Surprisingly, I've yet to lose a ship to it. I've since had a couple bright ideas that minimize the risk of my alt-tab habit: I fly cheap ships, and I never carrying more than 20 million worth of cargo.
That doesn't mean people don't still take potshots at me. I recently left a nano-fit Stabber to make a run of about 25 high-sec jumps. Coming back to find your ship with 40% armor left is a bit of a surprise, I must say. Apparently I'd survived a gank attempt by some genius who figured he'd have time to pop a thin-skinned cruiser before it could auto-pilot the 15km to the stargate. Since I was completely ignoring my PC at the time, I have no idea how he didn't manage to kill my untanked cruiser. Do people really run valuable stuff in auto-piloting Stabbers, or did that genius just think I was an easy kill?
Step 3, option B: Turn on auto-pilot, ignore the fact that your chosen route takes you three jumps into low-sec, then alt-tab out.
I actually managed to avoid doing this personally, but I had a former corp-mate pull it off. No, honest, I'm not quite that dense. Having just been loaned 20 mil to buy a mining barge, this fellow managed to discover a wonderful deal on a Retriever, 3 mil under the market price. To make things even better, there was a skill book for it at the same station, again under market price. Boy, was he all excited to tell us about it. To be fair, we never thought to ask him where the barge was, so off he went to grab it so he could join us in melting rocks for the corp's shipbuilders. He somehow got to the station alive, but then he turned around to come back in the exact same manner.
You've probably guessed where this is going, so I'll spare you the long story. There was Drama (note the capital D), an angry petition, face-palming, and one less corp member before the day was over. His little trip certainly seemed like a bright idea at the time, but he forgot about the first step to losing a ship.
That's right, the most dangerous step is.....
Step 1: Have a bright idea.