To start, login to Facebook, click on the drop-down menu in the top right, and choose Privacy Settings.
This is the page you'll see. Make sure you haven't set this to "Public" unless you want to share everything publicly (like on Twitter) and then scroll down the page.
Under the "Apps and Websites" section, click on the "Edit Settings" link.
Scroll down to the "How people bring your info to apps they see" section and click on the "Edit Settings" button.
From here, choose everything with you are comfortable in sharing with Facebook apps that your friends install. When you're done, click on the blue "Save Changes" button.