can;t remember the site, but Mr Muscle posted up the same question
search under his name and body fat/calipers in the archives, as i remember bignate posted up a site giving directions
(usually fats measured in vertical pinches at the biceps and triceps, just next to the umbilicus/above illiac spine and on a diagonal just ablve shoulder blade....but look for that post. i think it was on training as well)