I have the toughest time relaxing. I decide to take some time off of work and unwind so that I am not so stressed out all the time. However, I take a few hours to relax and instead come up with more to think about and pretty soon I am back working again! Now awhile ago, I started this new habit of daily meditation. I did that for over a year everyday. That was definitely good, taught me to clear my mind and be present in the situation.
However just choosing to relax when needed is not easy to do, even if you do practice meditation. I have learned that you have to be very deliberate with a transition. Transitions do not happen automatically. You have to FORCE it. You have to do something that forces yourself to relax and get out of the focused mindset you were in before. You could exercise, you could go for a swim, a walk, a dip in the hot tub, whatever. Anything to mark the transition to relaxing time.
I have found writing to be a good way to do that, wrapping up the day in the form of a journal entry. Also, I have noticed that taking a long walk with some guided meditation or imagery really helps as well. I have not tried this, but many people swear by listening to a specific play list of music that becomes symbolic of your transition to relax time.
I can tell you what does not work. Watching television, playing a video game, or looking at your phone. That does not work and actually recreates stressful environments!