Never use one of those infernal things without closing the session by saying "Goodbye" to whomever or whatever you've contacted. At the very least. I don't know if I believe in those boards or not, but I do have certain superstitions and have read too many horror stories about them to not tell people to use extreme caution when handling a ouija board.
Ideally, you want to say a prayer of protection before and afterward, and tell the spirits to not follow you home, in the name of God. That's standard practice for any supernatural investigation, actually. I imagine the prayers would reduce your chances of contact, but who wants to deal with malevolent entities anyway?
Do some ouija research at
http://www.ghosts.org./ouija.html