Be interested in the story yourself. If you're gripped by it, you'll probably grip others. Start the story with a hint that there's a problem but rarely come back to it until the end. The middle is a sort of 'bide-your-time bit, BUT must be relevant. Don't make it fill-in for the sake of it. Read plenty of stories in the genre you like. Study them, take them to pieces. See how the plot develops and follow suit yourself. There's nothing like seeing how past masters have succeeded. Anthony
It needs to be written in a way where the reader WANTS to know what happens. I'm currently trudging through Jane Eyre (forced reading is only fun if the book is agreeable :/) but I could see what was going to happen well before it did every step of the way. As a result, there is absolutely no suspense and what would otherwise be fantastic is now commonplace. To summarize... if it's a decent plot, and the writing isn't atrocious (an appreciable style helps), so long as the outcome isn't obvious - the reader will keep on doing what they do best in order to find out what is going to happen. Keep them curious! Obviously there are plots involving something along the lines of a prophecy - just because the outcome is known, doesn't mean that the specifics, how it comes about, or what follows is. Now, in a short story, there is no time for long plot and very little time to draw the reader in. Depending on the length, anything to bring in their interest must be rather abrupt. The beginning is sometimes the most important, while other times it merely acts as something to set the tone for the rest. It's alot harder to grab someone's attention if you start with something boring. It needs to incite curiosity from the very beginning.
Make your readers care about your characters. Then put your characters in a serious danger where it may seem they are about to die. I don't know what else.