1. Begin by reading a short story with a definite structure (anything by Roald Dahl is a good start).
2. Discuss the four key elements to short story writing
3. From this you give them ideas to start them off and get them writing their intros. They need to think about character, relationship, and setting, and must try to show rather than tell, to reveal the above through dialogue and action.
4. Give them a list of complications (eg bringing in a character that upsets the balance of the others, introducing a dramatic turn of events, confronting the main character with a problem and seeing how they sort it out, altering the main character in some way) and allow them to follow these on, without worrying too much about where the story is going.
5. Allow them a homework to finish off the stories, bearing in mind the idea of building to a climax and adding something at the end that makes the reader curious/surprised/shocked.