The centerpiece of the Hanukkah celebration is the hanukkiah or menorah, a candelabra that holds nine candles. Eight candles symbolize the number of days that the Temple lantern blazed; the ninth, the shamash, is a helper candle used to light the others.
On the first night of Hanukkah, place a candle in the holder on the far right, and light it with the shamash. Then put the shamash back in its spot (leaving it lit). On the second night, light the candle second from the right, then the candle on the far right, and replace the lit shamash.