This is always what gets me. I want to find a way to train myself to become more observant, and able to look at every piece that's about to murder me.
As I mention here, not having any undefended piece greatly helps.
Eventually, you'll constantly have a map in your mind telling you :
Then, go look for problems that arise after multiple moves.
This is a matter of discipline. When it's your move, look at every one of your opponent's piece's moves. Look at every capture, look at every check. There should never be a time when you're surprised by a one-move "peewee" shot.
This flows into a discussion on tactics, of which I am sure there are many questions already posed.
Anyway, when you're looking at captures and checks, be wary of moves that can pull your queen into the same line as your King, or pull a defending rook off the back rank.
If you post an example, we can give more concrete advice.