One stick in the second bank, one in the third (or fourth if you have 4 banks). Some have said you should use the first bank though I experienced stability problems when doing so.
Depending on your BIOS it should say something like "Dual Channel Enabled" during POST. Otherwise get CPU Z and it will say "dual" in the memory section if you set it up correctly.
EDIT: Forgot you should also be sure you have a motherboard that supports dual channel. You can tell if there is a large space between the ram slots.