In this talk I will discuss the effective field theory approach to finite temperature field theory. The basic idea is that in the imaginary time formalism there is a summation over Matsubara frequencies in loop diagrams. These frequencies which are $2\pi nT$ for bosons and $(2n+1)\pi T$ for fermions act as (tree level) masses in the propagators. The Appelquist- Carrazone theorem then suggests that the nonzero bosonic modes as well as the fermionic modes decouple at long distances. One can then construct an effective three-dimensional field theory which is valid at long distances and which can be used in calculating physical quantities. I illustrate these ideas and methods by calculating the screening mass in $g^2\Phi^4$-theory.