Sweep your deck clear of all visible debris.
Use a wire brush and wood cleaner (available at hardware and home improvement stores) to clean up any rust marks or other stains. Rinse thoroughly with water and let the deck dry completely.
Sand any rough wood, gouges or deep splinters with a hand sander. Wipe away all of the dust with a clean shop cloth.
Start in one corner and use a natural bristle brush to apply the stain in long, even strokes. Do one board at a time, working all the way to the end before moving on to the next board.
Add new stain to the old batch before you run out. Mix them together for a more consistent color, and stir the stain often while working, to avoid settling.
Let the deck dry overnight, then add another coat of stain or a good deck sealer.