The key to tanning fair skin is complex; but let me try to condense it to the essentials. Your body produces two types of melanins; eumelanin and pheomelanin. The former tans brown and the latter tans ruddy (or red). Different people produce the two melanins in different amounts and, most importantly, in different proportions. Pheomelanin breaks down quickly when exposed to UVA or UVB, but eumelanin does not. In your case, your melanocytes probably produce a much higher proportion of pheomelanin than eumelanin. In other words, you tan perfectly fine you just can't see it - the pheomelanin breaks down in parallel with the healing of sunburns and you never realize that your melanocytes actually did produce something. You may produce in less quantity than most; but your melanocytes *do* produce melanins and can be *conditioned* to produce more if you expose yourself to the sun more.
Surprised? Well, here's the good news. You can build up a signficant amount of eumelanin (because we all produce *some* of it) by stimulating your melanocytes to produce eumelanin at very slow rates, which gives the pheomelanin enough time to break down and clear up. The way you do this is by prejudicially blocking UVB over UVA because UVB is what stimulates your melanocytes to produce both types of melanins. You don't want to produe a whole lot of it at once because you, the fair skinned type, will flood your skin with pheomelanin which will block UVA and prevent a tan. After several exposures in a high UVA/UVB ratio environment you will slowly notice a tan emerge.
How do you do this? Sunbathe with UVB blockers that do not block UVA. Suntan lotions that use octinoxate will do this, just make sure they have no other blocking agents in them. They're hard to find but they're out there (the Walgreen's brand SPF 2 works quite well). Glass also blocks UVB but allows UVA to pass; so you can tan behind glass. Do not spend so much time in each exposure that you burn or tan red as this will block the UVA; instead tan very slowly. Also, try to sunbathe in the lowest humidity environment possible (water diffracts UVA more strongly than UVB). For those who produce higher proportions of eumelanin all of this it not necessary and it is infinitely easier for them to tan. Their bodies produce a lot more eumelanin (which is brown) and which will oxidize to an even darker color from UVA exposure. Pheomelanin simply chemically breaks down upon exposure to UVA (that is how it protects you, by dissipating energy via chemical breakdown - eumelanin does it by oxidizing).
So, the best advice is to get you some Walgreen's SPF 2 (real cheap), a towel and a covenient place to sunbathe. Lay out, and hopefully you live in the American SW where humidity is low, and tan every day of the week right up to the point you begin to burn and you will have a nice sandy brown tan in a month.
Finally, unless you plan to spend thousands on a UVA lamp don't buy one. You definitely want them for their high UVA proportions but the problem is that the affordable ones produce no where near the power of natural sunlight; which is what you need. Only the most expensive ones come close to that.