Step 1: Figure out what you are getting back from your taxes.
Step 2: Come up with a saving or investment plan for the money. If you get the check back from the IRS and just let it sit there, it will burn a hole in your pocket and you'll drop it on something.
Instead, look at this as free money. It's money you haven't had. Set up an IRA or something. We've got some astute financial planning type folks around here. If you or your family don't know anyone who can give you good advice, I'm sure we can get some of the experts on here to weigh in. This is a great way to start learning about the importance of saving, investing, etc. The earlier you start, the better off you'll be in the long run.