Well, I think the term "personal relationship" was made up by the X-ians to emphasise that their relationship with Jebus is more intimate and meaningful than your regular relationship with your spouse or your family. Since they made it up it can mean whatever they choose for it to mean. As close as I can tell what they mean when they say they have a "personal relationship" with Jebus is that they are more special than you. God likes them better. And they will be rewarded for believing in something they have no good reason to believe in.
So, how can you have the same kind of "personal relationship" with Jebus? Well, given the tone of your question I surmise that you are not the type to just choose to believe in something that makes no sense. So the "just believe" option that so many people have suggested is out. I would suggest trying some strong hallucinogens and attending a religious service. Perhaps some peyote, LSD, or shrooms before an evangelical dancing-in-the-isles glossolalia type service. There is a reasonable chance that you will see Jebus and get to talk with him. Maybe then you could have regular chemically assisted conversations with Jebus and, with luck, develop the same kind of special, holier-than-thou attitude that the X-ians have.
Or if hallucinogens are not your thing, perhaps you could go someplace really dangerous and start praying to Jebus to save your life. Then, if you survive, you can attribute it to divine intervention, conclude that Jebus loves you, and then you'll be well on your way to your own "personal relationship" with Jebus.
Either way, don't expect him to return your calls. It's one of those relationships that's all up to you.