The way i have done it is the way it's laid out in Super Squats:
Start with a weight around your 10RM (most people start a bit lighter, which i reccomend). Do a set of 20 reps with 3 deep breaths in between each rep, and increase the number of breaths as and when you need to. Immediately after the squats, do a set of 15-20 light pullovers. Then continue with the rest of your workout. Do this 3 times a week, and add weight to the squats every workout. Eat a shitload of food and drink a lot of milk (at least 6 pints a day - bare minimum).
If you want more detail, i wrote up the program on my website (see my signature).
To be honest, it doesn't matter too much how you go about it. So long as you are doing the breathing, the squatting, and the eating you'll gain weight on this program.