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I have no credit history and recently tried to get a credit card from Bank of America WITH a cosigner. I filled the application out online and was denied. I then tried to get a gas card from Shell, and was again denied. I am at a loss as to how I could build my credit if I can't even get a gas card. If you were in my shoes, what would you do?

I thought about a secured credit card (the ones where you borrow against your own money) but I heard those really suck so before I do that I want to see what my other options would be. I rent a house with my brother, his girlfriend, and another room mate. The utilities and lease is not in our name (long story), and it wouldn't be possible to get the utilities in my name.

So what can I do to build my credit history? I'm going to request my credit report from equifax (sp?) and make sure nothing bad is on there, but as far as I know I should not have bad credit or anything on my credit report.