If you are a junior right now I recommend a nice internship in the summer; most of them are in health and insurance of course. Nevertheless, you should be looking into passing your first actuarial exam from the Socities of Actuaries before you graduate, because most employers will really only consider those who have passed at LEAST one exam. This is important to think about right now if you are a senior because the exam takes place only twice a year and the deadline for the May exam is the end of this month. You need a strong background in probability and at least calculus 2 to do well in this exam. The cost is about $100 with test centers all around the place. Here are some helpful links,
http://www.beanactuary.com
http://www.soa.org
Edit: You can find some exams from past years through that first link. That will give you an idea of what you need to look for when taking the test. Again, I recommend a good probability course, I'm sure you've taken statistics already, and also some calculus.