Just a small addition:
The proper way to do a bend is not just to push your fingers up, as mentioned. The proper motion comes from the wrist.
While keeping the same shape with your fingers (with all of them braced together, as mentioned above), pivot the wrist upwards. You'll notice that this creates the same motion towards the fretboard and up towards your nose that is mentioned above.
This has two advantages over moving your fingers: First, you harness the strength of your whole hand, instead of just the puny finger muscles. Second, you get a bit more control, because you're only exercising one muscle instead of three or four).