how can I apply critical thinking to articles, advertising, media and conversations?

Mostly, it's a matter of asking questions and asking questions. Make note of things that seem odd or contradictory, and ask yourself if they really are or is there a valid explanation. Ask questions, ask questions, ask questions!

Here are some good articles that may help:

http://www.google.com/search?q=how+to+apply+critical+thinking&ie=utf-8&oe=utf-8&aq=t&rls=org.mozilla:en-US:official&client=firefox-a