You need a rear stand to do it the best, or have your wife put on some gloves and help you.
If your chain hasnt been cleaned in a long time, like 1000 miles, blast it with brake cleaner and hose it off. Only do this if it is COATED in junk. This is an extreme step and should be avoided if you can help it.
If the chain is fairly clean, put the bike on rear stand, let the bike idle in gear (rear tire spinning) and coat the chain in WD-40. Then use a terry cloth rag and continue spraying and wiping the chain until it gets fairly clean.
Once the chain has been cleaned with WD-40, ride the bike around the block a few times then bring it in and put it back on the stand. Hit it with some PJ-1 and you're all set!
Mike