A technique to prepare well-equilibrated polymer melts is presented. The method, named fine-graining, consists of two steps: the generation of continuum random walks characterized by different Kuhn lengths and the insertion of the atomistic units on the "parent" random walk chains. The procedure ensures a good equilibration at long as well as short length-scales and it is very easy to implement. Melts of polyethylene, atactic polystyrene and polyamide-66 are equilibrated with this technique and their long and short range structural properties can be successfully compared with previous simulation and experimental data.