Turn lock dial twice clockwise to set it.
Pull lock away from whatevers holding on it to pull the latch. Do this with varying pressure so that you can still move the dial with little difficulty.
Slowly turn dial. When you've come across a correct number (Or rather, the general area (contact point)) The latch will jump and you will not be able to move the dial. <note> Whenever the latch jumps, record the number.
Release pressure, turn the dial counterclockwise once
Pull latch and begin to turn dial counterclockwise.
Latch will jump when you stumble across number. Record number.
Now for the fun part

To find the third number and ultimately pop that sucker open, you can either yank on it randomly, resetting the first two recorded numbers whenever you feel necessary
<or>
Find the last number by releasing pressure after finding second number, then re-applying pressure and looking for the last number. This isn't as easy as padlocks as most combination locks do not have springs that pop open when you stumble across the correct sequence. You really have to have a feel for the lock to know when you have found the correct last number. When you think you have found it, open it with a good yank.
REMEMBER! This technique is a little tricky and tedious. I have only done it on my lock, a lock belonging to my grandfather, and 3 friends locks. Every time I had full consent to do so. Whether or not you actually manage to open a Combination lock, if you are caught fiddling around with one that is not yours you can be charged. "Playing" With a lock with no intent on opening it is not a suitable grounds for defence.