Lie with your chest on an 45 degree bench, with your arms hanging down and your palms facing one another. Without moving your upper arms, move the weights upwards keeping your thumbs at the top and not letting the dumbbell rotate in any direction.
Continue to rise your arms till your biceps wont let you go any further.
Squeeze like crazy at the top and then lower slowly.
When executed properly, this exercise should make both your biceps and the triceps burn.