It may sound a little odd, but borrowing money is a great way to build your credit score - providing you keep up with the payments, of course. The logic here is that the more you prove you're good at repaying your loans, the more likely creditors will lend you even more money in the future.
Jeanne D'Arc has three great loan products (as well as our Student Choice Education Loan) that can help you establish a credit score or build on the score you've already got.