You need to get into the habit of squeezing the bar hard on every exercise. This has helped me. Also farmer walks, or whatever they are called, really help. The one where you get really heavy dumbbells and walk around with them for as long as possible. Good for your back too.
I'm guessing this is for your deadlift, since this is what I had problems with too? I just kept doing heavy singles. I don't even have chalk or a belt at my gym but, with constantly doing heavy singles I've worked my way up to a 510lbs deadlift as of yesterday. The last 5 months or so, its gone up about 50lbs just from doing heavy singles.
EDIT: Also, try and use double overhand grip on your deadlifts as long as possible. I don't start doing 1 over, 1 under grip until about 380lbs. It really helps.
my old gym used to have the actual iron or w/e metal plates with the really big lips on the outside, so i would grab 2 45's just inside the lips with only the tips of my fingers and hold them by my sides for around 60 secs at a time. really can tell how much it strengthens grip. the ball would get stripped much less as i drove the lane the following year.
You can start by gripping as tightly as you can on all your bell and bar movements. That's helped me tremendously. I haven't really done direct grip work aside from that because grip can be integrated into almost anything, so doing as he others have said like heavy deads/presses, farmers walks, plate pinches, all that jazz should do the trick.
OT: Hey dude, I hate to be the guy that says it, but maybe you should post it in the fit-club thread. At least we could keep it all in one place.