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1. Stand up straight with a flat bench behind you while holding a dumbbell on each hand (palms facing the side of your legs).
2. Position your legs using a shoulder width medium stance with the toes slightly pointed out. Keep your head up at all times as looking down will get you off balance and also maintain a straight back. This will be your starting position. Note: For the purposes of this discussion we will use the medium stance described above which targets overall development; however you can choose any of the three stances discussed in the foot stances section.
3. Begin to slowly lower your torso by bending the knees as you maintain a straight posture with the head up. Continue down until you slightly touch the bench behind you. Inhale as you perform this portion of the movement. Tip: If you performed the exercise correctly, the front of the knees should make an imaginary straight line with the toes that is perpendicular to the front. If your knees are past that imaginary line (if they are past your toes) then you are placing undue stress on the knee and the exercise has been performed incorrectly.
4. Begin to raise the bar as you exhale by pushing the floor with the heel of your foot mainly as you straighten the legs again and go back to the starting position.
5. Repeat for the recommended amount of repetitions.

Caution: Be cautious with the weight used; in case of doubt, use less weight rather than more. The squat is a very safe exercise but only if performed properly. You may use wrist wraps for this exercise.

Variations: As previously mentioned, there are various stances that can be used depending on what you want to emphasize.

You can also place a small block under the heels to improve balance.

You can also use a barbell for this exercise. Another way to perform these is by using a smith machine though I do not recommend this. The reason for not performing regular squats on the smith machine is that since the machine allows you to execute the exercise while leaning versus the bar, hip flexor involvement is minimized taking the hamstring out of the exercise. While this does take pressure off the lower back, hamstring involvement is a requirement to stabilize the knee-cap. So, as a result, what is created is a situation where destructive forces place a huge stress on the ACL (anterior cruciate ligament; a primary ligament in the knee capsule whose job is to provide knee stability) by pushing the knee-cap forward. For this reason, I highly recommend against smith machine use for squats and if you still insist on doing so, make sure it is a sporadic use rather than frequent, and also be sure to control the amount of weight used.
Source: bodybuilding.com