Make sure the talent understand you're a director, by:
1) Wearing jodphurs (the ones that puff out a bit at the top)
2) Gripping a riding crop (tap the top of your boots, periodically)
3) Possibly wearing a beret (but only if you intend your film to be pretentious... or at least French)
... but seriously...
1) Bring extra copies of the sides, and some highlighters.
2) Videotape the auditions! What looks good in person may not translate on film. Have actors sign a release, too, btw. Never know when you'll need DVD extras of audition tryouts, etc. You can use the general sign-in sheet for this. Also, the actors can slate themselves - they get to announce their name, which part they are trying for, whatever, before starting. (Makes it easier for you, too)
3) Do the auditions in a separate room, away from the rest of the waiting actors.
4) If the actor does his/her thing, they may ask if you'd like to "make some adjustments". This means they'd like to try it again, but with some input from you. If they do their thing and don't ask for adjustments, you can still ask them. "Can you try that again, but keep in mind that your brother was just killed in a car wreck". (That might be information that the actor doesn't know, 'cos the sides you give them are just a small part of the whole story.)
5) It is not
customary to call up everyone afterwards, to say thanks but you didn't get the part. That's just morbid.
Have fun and I hope you find the right peeps.