There are only a few things to note when using a polarising filter:
1) If the end of your lens rotates when it focuses, make sure that the camera is perfectly focused before rotating the filter
2) Rotate the filter until you get the desired effect through the viewfinder and take the photo.
3) You will notice the greatest effect (skies turn a much darker blue etc.) when the sun is over your left or right shoulder rather than directly behind you
For shooting landscapes, I would also recommend purchasing a cokin filter holder and several different 'neutral density' gradient filters - so that you can ensure that the sky and foreground both have the appropriate exposure.
A good guide to filters for digital cameras can be found
here