In modern practice, this is accomplished through frequent allergy injections. First, allergy testing is performed (either blood testing or skin prick/injection testing) to determine your exact allergies. With that information, a lab makes a special injection solution for you containing small amounts of these allergens. They are injected under the skin, usually on a weekly basis. The amounts are slowly increased so your immune system gets used to the allergen presence in your body. Eventually, your body may not respond at all with allergic symptoms when exposed to the allergen in a natural setting because your immune system is so used to seeing it in the injectable form. It's a lot like getting into cold water --- if you jump in all at once, it's quite a shock and you'll have a strong reaction! But if you ease yourself into the water little by little, over a period of time it doesn't seem so cold anymore.
Results with immunotherapy as described above are variable. Over a period of a year
or two, most people get very good results with immunotherapy against pollen and mold
allergies, but with dust and dust mites, success is less certain. Consult an allergy
specialist for further details on immunotherapy.