The first order of business, as silly as it seems, is to ask the victim if he or she is choking. If they can verbally respond, air is getting through, so let the person try to dislodge the item on their own. Just stay near and be prepared to assist.
If they cannot speak, immediately begin performing the Heimich maneuver. If you have help, ask someone to dial 911.
Wrap your arm around victim's waist.
Make a fist and place your thumb beneath the victim's abdomen, below the rib cage and above the navel.
Grasp your fist with other hand and quickly thrust upward.
Repeat until item is dislodged.
Source: www.heimlichinstitute.org.