preferably with someone who knows what they are doing. But mostly just take a ton of pictures.
I usually shoot on aperture priority, which means I pick the aperture setting and let the camera pick the shutter speed. If I want no depth of field (i.e., the background subjects are blurry), I set the aperture as low as I can get it (4 if I can get it -- fast lenses make a big difference here). If I want to have lots of depth of field, I set the aperture higher: 10+ if I can get it (again, depends on the lens).
I am fairly certain that your camera will blink at you through the viewfinder if you are picking a setting that will likely result in a shakey or underexposed picture. Sometimes that's okay as you can adjust it during processing (via whatever photo program you use).
Also play around with the ISO settings. 400 is pretty standard. Use higher for lower light situations. Things on my Canon get grainy above 1600.