Kiere - from Pearland, TX
You don't indicate which icing you are preparing. For any icing, sifting your powdered/confectioners' sugar before using is a good first step. Once sifted, make sure you treat the sugar gently (for example, spoon into measuring cups, don't scoop, which can compact the sugar again).
For buttercream, it's also important to cream (beat) the butter/shortening or just shortening well so that it's smooth, with no lumps, before adding the sugar. Large lumps of fat can cause the sugar to clump/lump as well.
Finally, if you're doing all of the above and you're still getting lumping, check how well your mixer is working. Sometimes if the beater(s) isn't/aren't aligned correctly, they can cause the ingredients to lump.