Quoting andthesenights:" Massage in a downward motion toward your nipple, rubbing quite hard the lump as you go. "
Works really well, it's almost like your coaxing the milk down the ducts to your nipple. So you start at the top of your boob, down over the lump, to your nipple, quite firmly. Works even better if you've just had a warm bath or shower, does take some persistence though, it may not clear the first time you do it.
It's also a good thing to do before pumping as massaging first can mean you get more milk quicker.