Tevila is the Hebrew word for immersion.  You must tovel (immerse in a mikva or other halachically purifying water) new utensils made of metal or other materials that require tevila unless you know that they were:

• Made by a Jew,
• Sold by a Jew, and
• Not owned by a non-Jew in between.

Toveling: Utensils: How To Tovel
To tovel a utensil, you may go to any kosher natural mikva (see section on natural mikvas) or to a mikvat keilim (a small mikva for utensils, often attached to the outside of a regular mikva building). To tovel several items, some of which require a blessing and some on which there is doubt whether a blessing is necessary, say the blessing over the item that requires the blessing and have in mind that the blessing will cover all the rest of your items.
Remember to remove all stickers, rust, etc., before you begin. Nail polish remover may help with stubborn stickers. Say the blessing al tevilat keilim and then let the item free fall through the water. Unlike with hagala, during which the item may be immersed in sections, when you tovel a utensil, the entire item must be in contact with the water at the same time, even if only for an instant.

Toveling: Utensils: What Gets Toveled?
The below chart is copied with permission from the Star-K (www.star-k.org):
 
 

Utensil	Tevila Guideline		Utensil	Tevila Guideline
Aluminum Pans, Disposable if intended to be used more than once	Tevila with Brocha		Meat Tenderizer Hammer, Metal	No Tevila
Aluminum Pans, Disposable to be used only once	Tevila w/o Brocha		Melamine	No Tevila
Blech	No Tevila		Metal Cutlery	Tevila with Brocha
Blender with metal blade on bottom	Tevila with Brocha		Metal Flour and Sugar Storage Canisters	Tevila w/o Brocha
Bone	No Tevila		Metal Pots Coated with Teflon, Enamel or Plastic	Tevila w/o Brocha
Brush, Pastry	No Tevila		Metal Spoon Specifically for Medicine	Tevila w/o Brocha
Brush for Grill, Metal	No Tevila		Microwave Turntable, Glass	Tevila w/o Brocha
Can Opener	No Tevila		Mixer Beaters	Tevila w/o Brocha
Cans, Reusable Empty if opened by a Yehudi	No Tevila		Paper	No Tevila
China, Bone	Tevila w/o Brocha		Peeler, Vegetable	Tevila with Brocha
China, Glazed	Tevila w/o Brocha		Plastic	No Tevila
Colander, Metal	Tevila with Brocha		Porcelain Enamel	Tevila w/o Brocha
Cookie Cutters, Metal	No Tevila		Racks, Cooling	Tevila w/o Brocha
Cookie Sheets, Metal	Tevila with Brocha		Racks, Oven	No Tevila
Cork Screw	No Tevila		Rolling Pins Metal or Wood	No Tevila
Corningware	Tevila w/o Brocha		Sandwich Maker	Tevila with Brocha
Crockpot Ceramic Insert	Tevila w/o Brocha		Silicone	No Tevila
Crockpot Glass Lid	Tevila w/o Brocha		Sink Racks, Stainless Steel	No Tevila
Crockpot Outside Metal Shell	No Tevila		Spatula, Metal	Tevila with Brocha
Dish Rack, Metal	No Tevila		Stoneware	Tevila w/o Brocha
Dishes, Ceramic	Tevila w/o Brocha		Stoneware, Non-Glazed	No Tevila
Earthenware, Non-Glazed Dull Finish, e.g. Flower Pot	No Tevila		Storage Utensils, Glass not brought to the table	No Tevila
George Foreman Grill	Tevila w/o Brocha		Styrofoam	No Tevila
Glass (including Pyrex, Duralex & Corelle)	Tevila with Brocha		Tea Kettle, Corelle	Tevila with Brocha
Grater, Metal used for foods that are ready to eat, eg, apples, onions	Tevila with Brocha		Toaster which will not break	Tevila w/o Brocha
Grater, Metal used only for foods that need further cooking,eg potatos	Tevila w/o Brocha		Toaster Oven rack & tray only	Tevila with Brocha
Hamburger Maker	Tevila with Brocha		Trivet, Metal	No Tevila
Hot Air Popcorn Maker, Metal	Tevila with Brocha		Waffle Iron	Tevila with Brocha
Hot Water Urn, Metal	Tevila with Brocha		Warming Tray	No Tevila
Knife, Arts & Crafts	No Tevila		Wood	No Tevila
Knife Sharpener	No Tevila		Wooden Cask with Metal Straps	Tevila w/o Brocha
Meat Thermometer	No Tevila