There are basically 2 ways to create your own unique strain.
The first, as previously mentioned, is by using selective breeding of multiple plant generations.
The second is rather simple but does not guarantee a new 'super strain'. Basically all you do is get a male plant of one type and a female of the other. Flower the female and the male, when the male has pollen sacs, collect pollen into a sandwich bag. Then, take the pollen filled bag and place it over a single bud on the female. This bud will then produce seeds of the 2 crossed plants.
Obviously if you are going to keep the other buds, be careful not to get pollen anywhere else on the plant.
JJD