Here are a couple of basic exercises for developing finger independence.
Start on the first fret of the first string (F) with your first finger, then play the second fret with the second finger, third with the third and fourth with the fourth and back again. ie - 12344321
Now move up a fret and repeat. All the way to the 9th fret (so your pinky is on the 12th fret) and back down. Repeat on each string. If playing on classical guitar alternate your right hand fingerings as well to bring a greater challenge.... imimimim, mamamama, iaiaiaia, imamimam, pppppppp, etc.
The next exercise is 14342434 and should utilize the above variations.