Put on rubber gloves to protect yourself against the chemicals in the cleaner.
Use a cleaner with oxalic acid, which is known to be one of the most effective chemicals for cleaning rust. Make sure to follow the directions carefully as listed on the package. You can find these products in any local hardware.
For very deep rust stains, soak a pumice sponge in the oxalic acid cleaner and then scrub into the rust. This should remove even the deepest rust stains.
To prevent rust from building up again, coat the product with a rust-resistant metal primer. If you do not do that, at least try to cover the item or put it in a place where it will be protected from rain and snow.