If your car has been sitting for a while, or you've just replaced the brake fluid, you'll need to bleed the brakes. This process expels any air bubbles from the brake lines, so that your brakes will work properly. You can bleed your brakes yourself with a few tools and some patience.
First, make sure that your brake reservoir is full of fresh brake fluid. Then, find an assistant to help you with the bleeding process. One person will need to be in the driver's seat to depress the brake pedal while the other person bleeds each wheel in turn.
Start by bleeding the passenger side rear caliper. Have your assistant depress the brake pedal slowly while you open the bleeder valve on the caliper. Fluid and air will start to come out of the valve - when only fluid is coming out, close the valve and move on to the next wheel. Repeat this process until all four wheels have been bled.
Once all four wheels are bled, pump the brakes a few times to make sure they're working properly before taking your car for a test drive.