How to Colonize an Asteroid
At the present time (late 1996), we (the human species) still have very little close up data about the asteroids, and no actual surface samples (although we do have a few meteorites which are believed to be asteroid fragments).
Most of our knowledge of the asteroids has been gained via remote observations with RADAR and spectroscopy, or a few pictures returned by passing probes. We need more detailed information and verification of remotely sensed data, and the only way to obtain this is through the use of a probe or probes which can be launched to the asteroids on missions to obtain detailed maps and surface material samples. We also need to land on a couple of them and perform seismic testing. (How stable are they? Will we need to bind them together with some kind of mesh or coat them in concrete before they will be of use to us?)
It is possible that one or more of the nations of earth will perform this step for us at some time in the future, but with public apathy and politics running the way they are, I would not hold my breath if I were you.