How do you inhale weed properly?

Today I smoked weed for the first time (I only took 2 hits because there wasn't enough of it for two people). The first hit I don't think I inhaled right, but on the second one I took a deep breath and it kind of burned my throat so I don't know if I did it right or not. So how do you inhale properly?

https://www.indiegogo.com/projects/waiting-to-inhale-the-movie--3#/