Getting my foot in the door ~ how to get an internship in IB, AM or PE firms

I am an undergraduate student at Rutgers, I don't have any experience in the field because I just figured out what I want to do a semester ago. I am trying to get my foot in the door with one internship, but I'm finding it difficult to find job interviews. Where should I look?

Also, what is a good way to get a shot at an interview without being a job posting. I know my friends have just cold emailed people before, but I know that this is a very inefficient method. Is there any other ways I can get my foot in the door just for an internship?