Download the motherboard manual. Most have 2 or 4 dimms. Most are color coded for dual channel mode. Install both sticks in the same color slots. Just be sure to match the ram specs in pairs. Only exception is the 1366 boards, which will run in dual or tri channel, depending on the board.
Technically, the RAM isn't dual channel. All the DIMMs are the same. They sell them in "dual channel kit" form, so you get two DIMMs that are matched for dual channel use, but the only difference between single-channel, dual-channel, and tri-channel RAM is the number of DIMMs in the kit
As O1die said, most motherboard colour-code the DIMM slots to make it easy, and you put the matching DIMMs into sockets that are the same colour. It's a bit odd, but the slots tend to be interleaved, so you put the DIMMs into slots 1 and 3 or 2 and 4.
The manual will mention if there's a preference. Some motherboards work best when you put two DIMMs into a particular pair of slots - they'll tell you which.
I recently upgraded to a 1156 board. I had my dimms in two slots, but the board wouldn't post. I checked the ram in my older x38 board, found that it worked. I went to put them back in the 1156 board, but couldn't because the HSF was in the way. Looking at the board closer this time I realized that I was using slots 2 & 4. Putting the sticks in 1 & 3 allowed the board to boot. I remember the days when you could put any dimms in any slot, but I do suggest you now start with slot 1.