What helps build a habit?

I have a crazy lack of discipline when it comes to eating healthy and exercising. When it comes to college work or cleaning I'm there, I'll finish before I'm supposed to. But for some reason when it comes to being healthy I cannot break the cycle. I want to start slow by just jogging a mile a day (because I don't have a gym within walking distance to me), where do I start? How do I build the habit? How do I not give up?