These are a couple of guidelines from The Mutual UFO Network, or MUFON, letting you know what to do if you see a UFO:

1. Remain calm.
2. Be objective.
3. Use a video camera or camera to record the event.
4. Tape your tale. If you have a band, record your description of the event as it happens.
5. Few second witness observations.
6. Leave the area alone.
7. Measuring the size.
8. Measuring the distance.
9. Write down all face.
10. Report your results.

Not all UFOs are extraterestrial so you have to be objective whenever you see something on the sky and when you see something you must remain calm for your own safety. By panicing you could get hurt or even drive your car off a cliff or something.