1. Is it really extraterrestrial?
2. Get confirmation from other astronomers. (If extraterrestrial, tell your government.)
3. If convincing: announce to International Astronomical Union, Secretary General of the UN, inform SETI groups.
4. Make the first public announcement.
5. Make data available to all.
6. Everyone carefully record & disseminate signals.
7. Protect frequencies.
8. Don’t broadcast back to the ETs! Requires debate.
9. Study signals. The SETI Committee of the International Academy of Astronautics keeps a list of experts to call on.
(As for No. 2, "tell your government," I've seen those movies. That never works out well. And No. 8 -- If I can broadcast back, you better believe I'm sending a "Dude, got your message!" Or, "Dudette." Depending.)