Set you focusing point to continues focus.
In continues focus mode, when u half depress on the shoot button, it will focus on the moving subject and focus is at it more.
You can only use this mode when the subject is moving within your frame (inside the focusing box) and make sure you are in a well light area so focusing by the lens will not be a problem unless you have a very wide aperture lens.
To add in, you need good panning skill for moving left to right or up to down in a level when shooting fast movement.
Overall good practice is a must :D
Example of my shot for panning + continues focus in a rainy day shots (As you can see my focusing point is at the car bonnet)
May 18, 2008
1600×1068 pixels – 146KB
Filename: IMG_4277.JPG
Camera: Canon
Model: Canon EOS 400D DIGITAL
ISO: 200
Exposure: 1/30 sec
Aperture: 5.6
Focal Length: 96mm
Flash Used: No
Latitude: n/a
Longitude: n/a

May 18, 2008
1600×1068 pixels – 187KB
Filename: IMG_4256.JPG
Camera: Canon
Model: Canon EOS 400D DIGITAL
ISO: 100
Exposure: 1/15 sec
Aperture: 5.0
Focal Length: 51mm
Flash Used: No
Latitude: n/a
Longitude: n/a