Samhain (Also known as Halloween) is the time when Autumn is coming to a close and winter will begin. It's also known as the dark half of winter. Crops are now totally picked over, the livestock has been used for food, and everyone begins to prepare for the winter. Alongside that, it is also the time when the veil between the worlds is the thinnest. This allows those who have passed over to cross through the veil and communicate with those who are still living. Traditionally, candles would be lit and placed in windows to help the spirits find their way home. Extra place settings were also found for those otherworldly guests. Some still practice this today. Still other practices consist of shaping a turnip to look like a protective spirit as the night was both magical and chaotic.
If you wish to celebrate Samhain in a different manner, there are other ways to do so. Here I have posted a few websites that can provide other rituals and activities.
http://paganwiccan.about.com/od/samhainrituals/Samhain_Rituals_and_Ceremonies.htm
http://www.witchvox.com/va/dt_va.html?a=usfl&c=holidays&id=2203
http://www.earthwitchery.com/samhain.html#anchor448355