On one of them, and create a new layer.
Copy the other image that you want to use and paste it onto the new layer on the other image.
Play around with the layer types - I went for screen, but overlay often works well too.
You can also play around with which image you want to be faded etc.
These are a few examples of my double exposures from the dark room:
This photograph is a photograph of a collar from an outfit, crossed with a photograph of some trees taken when it was getting dark outside. I think that this combination looks really interesting as well as mysterious. I also think that it gives a clouded effect.
These two photographs are of the same combination of photographs - the same tree taken at different angles, when it was covered in snow. I think that the contrast is better in the first photograph, however the double exposure technique is more visible in the second photograph.