Set-up: Hold two dumbbells at your sides, and establish a tall, braced posture.
Lift: From a strong, stable base lift the dumbbells to the side and away from your body. Angle the upper arm slightly in front of the body (which will place it more in line with the shoulder blades and reduce the stress on the shoulder capsule). Raise the dumbbells to parallel with the floor, hold and return. Do not use momentum, and maintain control both while lifting and lowering.
Emphasis: Don't let the elbows drop below the wrists as this will shift the emphasis of the exercise from the lateral head of the deltoids to the anterior head.