The most important things in landing an entry-level job are doing your homework and being persistent.
Before you send any résumés out, you should be able to easily answer the question as to -WHY- you want to be an actuary. If you can't honestly answer that to yourself, you can't answer that in an interview.
Secondly, prepare yourself as well as possible while still in school: employers are looking for well-rounded applicants with a decent GPA, who know about the career they are going into, and who HAVE PASSED EXAMS. I can't stress the exams enough; one or two exams gets your foot in the door. An employer is taking less of a risk on an applicant who has already demonstrated he/she can pass exams than one who hasn't even committed to the profession yet. Everyone should try to get Exams P and FM done by graduation.
Also, internships are a great thing to add to a résumé. Along with the personal benefit of getting an insider's view of the career, it shows employers that you are serious about the career. You should start looking for internships by the November previous to the summer you want to work, and keep trying until you get one.
When getting ready to apply for internships/jobs, you should make sure you have a strong, coherent résumé that contains the information that employers are looking for. When writing cover letters, you should make certain you have tailored it to the specific employer to whom you are applying. Nothing is worse than 'form' cover letters. Just put forward the extra effort to research the company and apply directly.
Also, you have to make sure you seek out jobs and internships: I applied for ten different companies for an internship, and the one I ended up landing was for a company that had no job posting. I happened to send my cover letter and résumé right as they started looking for summer interns, and lucked out by being in the 'right place at the right time.'
If you're looking for available jobs or internships, take a look at this page.
Go here if you're working on your résumé.
Go here if you're working on cover letters.