Participants shouldn't feel like they're locked into completing tasks. Explain how to think aloud. Ask participants to think aloud during the observation, saying what comes to mind as they work. By listening to participants think and plan, you'll be able to examine their expectations for your product as well as their intentions and their problem-solving strategies. You'll find that listening to users as they work provides you with an enormous amount of useful information that you can get in no other way.
Some people feel awkward or self-conscious about thinking aloud.
Explain why you want participants to think aloud and demonstrate how to do it. All you have to do is speak your thoughts as you work. If you forget to think aloud, I'll remind you to keep talking. It is very important that you allow participants to work with your product without any interference or extra help. This is the best way to see how people really interact with the product.