Place a key light in front of the subject. The key light is the main light that is used to illuminate a subject. It is usually brighter than the other lights and is placed on one side of the subject to make that side well-lit and visible. This light will represent the main light source in the room, whether that be a lamp in the scene or the sun if you are shooting outdoors.
Place a fill light on the opposite side of the subject from the key light. The fill light does just that -- it fills in the shadows that the key light creates. Generally, the fill light is placed lower from the key light as well. The fill light should also be less intense than the key, with more of a flood light rather than a spot light.
Place a back light behind and above the subject. This light will light the back of the subject and separate the subject from the background of the scene, giving your shot a more dynamic look. Also called a rim light, this light should highlight the top and side edges of your subject.