I have an outlet in my bedroom that is controlled by a wall switch. I have been told that by rewiring the outlet you can make it "hot" all the time. How do I do that?

There will be two methods, the easiest is to remove the switch and splice the two wires you find attached to the switch.

You can open the receptacle and see if there is a hot feed there, and rewire the feed to the brass terminals, and disconnect the switched leg. This depends on how the outlet and switch is wired and where the hot feed is.