Not knowing your yeast and beer specifics I'll suggest what I've done successfully.
1)Hope you pitched a BIG starter - as outlined on Mrmalty.com. Lagers need more yeast than Ales. I pitch a stepped starter from 2L then 4L to get the recommended cell counts off of a single vial of WL yeast. I also pitch cold - getting my wort down to the 49F prior to pitching yeast so I do not have any fermentation at hotter temps that can lead to off flavors in the finished product. This has left me brewing one day and pitching the following morning after everything has cooled in the chest freezer/chamber.
2). Oxygenate well - again, probably late advice.
3). Do you have your OG measured? If so, you want to move to a diacytl rest when you are ~2/3 to 3/4 through fermentation. Some people watch Krausen fall, but that's variable and may be past the point where your yeast are still active. I ferment at 49 and bump it up to 60 for my diacytl rest - you can go higher than that and be ok, I just bump it up 10 degrees or so to help the yeast clean up.
4). Once you reach FG, as confirmed over consecutive days, then I take it down slowly to lagering temps over the course of two days. Others just cold crash, I am in the camp of easier is better and allows the yeast to keep working longer and doesn't shock them. (just my take)
5). Once I hit lagering temps of around 35F, I then rack to keg for long term lagering for as long as I can stand it.
I'm no expert, but this is what I've done on a couple, based on the advice of much more experienced lager veterans and it's worked well for me.