There's a few areas in this thread that pretty much explains that process... Also a site for it...
First, what kind of dog and is she fixed?
Since this is your first time, I'd start with some light fingering with her vulva to see if she's interested. IF she pulls away or growls, don't keep on going...
Get water based lube, and try some finger play and get her a little opened up (that takes some time)
I also forgot, depending on their age, I wouldn't do anything if they just reached a year in their age and just getting into heat.. As most breeds don't develop until may be their second year.
This will pretty much explain everything...
http://www.zoophile.net/howto-k9-sex-02.php