I seriously just did a partigyle yesterday, for the first time ever.
First off, i suggest checking out this:
http://brewingtechniques.com/library/backissues/issue2.2/mosher.html
That will tell you more about what to expect, gravity-wise.
Second, don't mash out or sparge the first runnings.
Third, make sure you have enough volume. I didnt, and had to improvise.
Otherwise, its pretty simple:
Use enough grains to hit an OG appx 1/2 way between what you want the big beer to be, but for a 10 gallon batch. IE, i wanted to hit 1.080 and 1.040, so i used enough grains to hit 1.060 for a 10 gallon batch.
Then, mash in to hit your desired temp, using enough water to, after dead space and grain absorption, have enough first runnings to hit your boil volume.
After draining the first wort, cap the mash with fresh grains as desired, and add more mash water, so that you hit your second mash temp, and would get enough second runnings to hit your boil volume. I had trouble with the mash temp on mine, and now figure that its still solid advice to aim about 7-10 degrees higher than your intended mash temp.
One thing to keep in mind that i forgot was that when you drain your first runnings into the boil kettle, you still need a way to heat up the secondary mash water. I ended up with a handful of pots on my kitchen stove, which was less than ideal.
Anyways, good luck to you!