I think we are deviating from the threatstarter's original intention. Let's try to answer his question.
The first thing you need to know (and what Futures is saying) is that a major and minor key has certain chord that fits in the family. There are of course variations out of this, but for a start, a major chord's family is:
I ii iii IV V vi viidim
(Capital Roman numerals denote major chords, small Roman numerals denote minor chords, dim is diminished). There are lots of variations outside this, but let's just stick to this first. This "rule" applies to any major key.
I would practice simply, by playing a cycle of chord progressions like:
I vi IV V (and keep repeating this)
I vi ii V
I iii IV V
Chord progressions are actually dependent a lot on the harmony, so the melody line is crucial to the progressions. People will tell you that you can jump any chord progressions you want, which makes it appear as if there's no fixed rule. The answer is: yes you can can literally jump from any chord to any chord, but it still depends on the melody line following certain rules. The melody actually determines how to jump, and in some instances, which chord cannot be used in a progression. No need to go there yet.
Some may recall, I wrote a piece not too long ago using the chord progression featuring a chromatically descending bass line throughout the piece (G, F#, E, Eb D, Db, C, B, Bb, A, D). Anything is possible, BUT still following certain rules. The latest piece I wrote also had unsual chord progressions with key modulations from Eb major to Bb major to Eb major to Bb major to F# major to Eb major then ending with Bb major, then repeating the process again starting back from Eb major (and the piece is aptly titled "Changes"... haha!). Wierd modulations? Not so at all (and it actually modulates very smoothly), if following certain rules! But that's about modulation and not progressions per se...