Browsing through my bookshelf of writers' craft books I found this section on tension in Leigh Michaels' On Writing Romance - How to Craft a Novel that Sells:
Maintaining tension means maintaining pressure on the characters. Over the course of the story, the characters' troubles should grow larger, harder to handle, seemingly more insoluble. The characters' emotional involvement (and hence the readers' attachment to the characters) grows right along with the difficulties the characters face.
Many beginning writers raise a problem and immediately solve it, let the characters take a break, and then move on to the next problem. But if the characters are hunting for a hidden diamond necklace and they find it in the first place they look, all the excitement is gone. Dangle the problems, let them get worse step-by-step--let the readers enjoy watching the characters deal with pressure.
You don't have to keep the pressure on every single moment--but if you create a believable tension, the readers will always know that the troubles are there in the background.
Michaels goes on to say that if your characters solve a problem your readers will relax and may put the book down. But if you let your readers know another difficulty is around the corner, then the reader can be worried about what's to come. Before you solve one problem, set up the next one to come.
This is just one small section from a full Chapter Thirteen - Building a Believable Plot in a book chock full of great ideas, guidelines and advice.
On Writing Romance by Leigh Michaels
More books from my writers' craft bookshelf, along with reviews.