This is a relatively simple process even if you have never done so before. The easiest way to do it is to visit http://reportband.gov/ - now that is a link anyone can remember! From there follow the steps outlined, selecting color marker, federal metal band, or both. You will be able to pick out what you saw from menus they provide (such as a leg band or wing marker, the colors and position of characters, etc.) and enter any numbers and letters on bands and markers. When completed you will very likely hear back relatively quickly, and the USGS will provide you with a PDF certificate of appreciation. The one below is what I received for this Canada Goose.
You can see the band characters listed - J184 - as well as the fact this goose is a male banded way back on June 25, 2003 when it was too young to fly. What was most fascinating to me was how little this soon to be eight year-old bird had moved, as it was born mere minutes away in Southport. That is not to say we have any idea where it has been its entire life, but I found the proximity to where it was banded to be notable. I hope this example shows you that it is worth taking the time and effort to report every marked or banded bird you come across, no matter what the species. Apart from helping scientific research you will get something quite engrossing in return for your efforts.