Sean Aaron describes in his blog a basic meditation exercises called ‘Thought Control Exercise’. In the entry he describes both the exercises and also the mistake he first made when doing along with an exlpanation on how to do it right.
There a lot of information about meditations, its uses and benefits, but thought control is one of the basic skills and benefits of meditation. The ability to not let your mind wander during mediation sessions is a requirement for progressing in your meditation skills. Most people suggest that distractive thoughts should not be fought with during meditation but, instead, the thoughts must be noticed and let pass without distracting yourself even more.