The rig (sailing, boom and lines) is lowered and either laid on the back of the board board or rolled tightly and laid on the center of the board.  In winds greater than 3 knots, always roll the mast, sail and boom and secure tightly with the uphaul line.
 

If the board has a centerboard or daggerboard, pull it out and wedge it between the mast and the boom.
 

Lay on the board in the prone position, facing forward, and paddle to shore if you are confident you can make it.
 

Always aim upwind or up current to where you want to land.