These are the things you are going to need in respects to grounding at the very minimum #10 gauge solid copper wire for grounding, 8 foot grounding rod, grounding block with cable connectors for your cable, depending where your dish is located you may need some stand offs for your ground wire if the dish is mounted to your house.
There are different ways the dishes can be mounted which I am not going to attempt to cover in this. The main thing is you connect the Ground wire to the screw that will be usually marked GND or Ground on the arm for the satellite dish. Run the ground wire down from there and through your ground block, from that point all the way back to ground at the house electrical service. After you have done this you need to run your cable or cables from the dish to the cable connectors on the grounding block then run the other length of cable from the other side of the ground block connectors into your house to the IRU and ITU respectively.
In most homes the ground should run all the way to your ground where you electrical service is located. This should be one complete run from your dish to the ground at the house. If you do drive in another ground rod it should be also connected to your ground at the electrical service this will prevent a loop effect. There can be numerous variations on this theme depending on how old your house is.
Thanks to will1384 for the following diagram, and to watchman57 for his editing help!