Set the thermostat to its lowest setting.
Turn off the power that feeds the burner. If the burner has a main service switch located on its front, you may shut the power off there. If not, turn off the circuit breaker or fuse that controls the oil fired burner.
Turn the oil shutoff valve to the "on" position. In most models, the oil shutoff valve is located on the oil supply pipe directly adjacent to the oil tank.
Turn the burner's power back on.
Set the thermostat to the desired temperature.