The Chess Eye software I found surprisingly helpful as a first start. It's free for the first seven or so exercises, and then if you like it you can pay for full access.
At first I thought it was useless, but the more I used it, the better I could picture a board with my eyes closed, and soon I was able to put pieces on the board and remember where they were. I can now play through short, simple games in my head, though blindfold remains out of reach. My goal is to eventually be able to read chess books without needing a board. Someday.
Anyway, google 'Chess Eye software' and it should be one of the first links.
Can you please share any exercises or techniques you have found useful in helping you to visualize the board?