On the first evening, place the first candle on the right-hand side of the Chanukkiah.
Then place the Shamash candle.
On the second evening, first the candle corresponding to the second day is placed and then that of the first day (from right to left of the Menorah). With the Shamash, the second candle is lit first and then the first one. On the following evenings, the same logic is followed until the eighth day of the festival.
Light the Shamash and holding it in your hand recite the following blessing:
First blessing:

Baruch Atah Adonai Elohenu Melech ha'olam asher kideshanu bemitzvotav vetzivanu lehadlik ner shel Chanukkà.
Blessed are You, Lord, our G-d, King of the Universe, who has sanctified us with Your commandments and commanded us to kindle the light of Chanukkah.
Second blessing:
Light the first candle with the shamash and then recite the following blessing:
Baruch Atah Adonai Elohenu Melech ha'olam sheasà nissim laavotenu bayamim hahem bazman hazè.

Blessed are You, Lord, our G-d, King of the Universe, who performed miracles for our fathers, in ancient times, at this season.
Third blessing:
The following blessing is pronounced only on the first evening (or the first time the Chanukkah lights are kindled). 
Blessed are You, Lord our G-d, King of the Universe, who has granted us life, sustained us, and enabled us to reach this moment.