Footwork in this game is a skill that you have to build from the ground up. It's almost like learning a language. You start with simple words and basic grammar, and then expand on that. There are a couple of really good video tutorials on Youtube.
Edit: This is the best tutorial I've seen so far. I'd encourage everyone wanting to get their fundamentals solid and sound to check this out, listen well, and to
practice the different phases he suggests. The footwork phase starts at 3:05:
I'd like to stress that it's important to learn to move -as little as possible- if you want to get footwork down. Learn to take small and few steps, and only dash when you really need to.
