Irulan has a good explanation. The way I remember it is "don't match sizes"--Big-Big and small-small are bad. The good news is that most of those gear combinations are covered by other ones.

Pay attention to where your chain is, especially when you're climbing--that's where I usually end up with it, at any rate. Of course, I usually find out where my chain is when I hear it scraping my front derailleur.

If you find yourself there for a little bit, it's not a huge deal, but don't make a habit of it. It's bad for your drivetrain. If you find yourself crosschaining, shift in front.