While i have done exactly what Joe has done to check an alternator, lifting the battery cable off while the engine is running can cause a spark and the battery can explode. So be careful.

The links provided above give a good explanation of how to jump start a car. But if you are driving a newer car 90's and up, read and follow the instructions in your owners manual. There can be some unusual precautions that need to be followed. I remember reading one that recomended not jump starting the car, the recomended procedure was to remove the battery and charge it. But if jump starting was deemed nessary that the drivers side door should be open for the duration of the jumt starting procedure. The reasoning was that the engine management computer was on the same curcuit as the dome light. Which hopefully would help to dampen any voltage spikes that might fry the computer which cost quite a few$$.