For semi-automatic expresso machines, especially the inexpensive ones, they are usually equipped with froth-assisted wands, AKA Panarello wands for Gaggia machines. These wands have little breathing holes on the wand which push in additional air to help with the frothing process. This type of wand is typically found on small machines where smaller boilers are found.
While it is possible to froth milk with froth-assisted wands with no special skills – just submerge it into the milk and wait until the milk is at the proper temperature, the product is often too bubbly. The foams are actually large bubbles (around 1-3mm in diameters) and it’s not quite possible to create beautiful latte art with the product.
To create smoother micro foams, you’ll need to pay closer attention during the frothing process. When you feel that enough foam is in the milk, raise your pitcher such that the foaming milk covers the breathing holes. This stops additional air from getting into your milk. Some say the holes should be covered when the milk is around 100ºF (38ºC), but I found that on my machine (Krups xp5280), the milk started to increase volume and covered the holes a lot sooner. And when the holes were covered, I already have enough air.
Then while the holes are covered, continue to steam your milk until it reaches around 150ºF (65ºC). The pitcher should be quite uncomfortable to touch for more than a couple seconds at this point. Turn the steamer off and the process is almost finished.
Put your pitcher on a flat surface, give it a couple of knocks, and spin it until the larger bubbles disappear. Your milk is now ready. It is also important to continue the spinning from time to time to prevent the foam from combining with the milk if the milk is not immediately poured into your coffee.
The steam guide from coffeegeek is an excellent read.