Connect your hose to a hot water supply, such as a utility sink in your basement or garage. If you don't have a hot water supply you can also use "tap" water from an outside faucet; even the warm water from the hose has a significant enough temperature difference to help melt the snow, although it works best on a warm day.
Connect as many hoses as necessary until you can reach around the entire house, or at least the most severely affected parts of the roof.
Attach a nozzle to the hose that helps you direct the force and direction of the water better. This prevents you from using your thumb on the end of the hose, and allows you to stand on the ground instead of working on a ladder.
Turn the water supply on, and spray the water from the bottom of the ice dam upward, this helps melt the most stubborn part of the ice dam first and allows the other melted snow and ice to escape into the gutters easier. Work around the house as necessary.
Beware of water falling off the roof. If the temperature is still near freezing the sprayed water may quickly turn to ice near where you are standing.