There are a couple of ways. One is aniline dye. These are either water based or alcohol based and can be purchased from places like Woodcraft Supply. I haven't tried the water based but the alcohol based is excellent. These come as powders and you mix it with the appropriate media. Be sure to wear rubber gloves as the color really stays on your skin. Depending on the wood, there is one other easy solution. Get some spray enamel, spray it on and wipe most of it off. Work small areas at a time. This will be messy and be sure to have paint thinner around, in case it sets up too thich or too fast. There are some other methods specifically for oak but more dangerous and messy. Have fun--this kind of finishing can be really neat.