Recite the blessing. If you can read and understand the original Hebrew, say it in Hebrew. Otherwise, you can say it in any language you understand.
Here's the Hebrew text:
Here's how it sounds:
Baruch Atta Ado-nay, Elo-hainu Melech Ha'olam, Ashair Kidishanu, B'mitzvotav, V'tzivanu L'haniach Tefillin.
Here's what it means:
Blessed are You, L-rd our G-d, King of the universe, who has sanctified us with His commandments, and commanded us to put on Tefillin.
Focus on what you're doing. From the time you make the blessing until both tefillin are in place, do not talk. Don't even wink. Just concentrate on hooking up your mind, heart and deeds and binding them to G-d.