Make sure your ankle is clean. Then you can use an ace bandage or other elastic bandage to wrap it. You want to have a bandage that is long enough to wrap around your foot and angle many times.
Start around the front of your foot, just behind the toes and then work it up, wrapping a couple of times around each time - in a figure 8 pattern, and wrap it back towards your ankle - make sure to keep the bandage taut.
You want to keep the bandage taut and tight but not so tight that you cut off bloodflow. Place the fastener at the end to keep it from coming off (some are self-sticking).