Having only tried my first shisha about a month ago in Saudi Arabia, I'm no expert on the matter, but I've picked up a few tips from experience and some really terrible photographs.
1) Accept that a shisha is a tool for introducing tobacco into your lungs, not for white people to look cooler. This is especially true for students studying abroad. It's all about mindset here, and if you think you're going to be cute while smoking, you will try to act as such. The result will be something like this:
2) Portray your own confidence in being exactly where you should be.
3) Adopt a posture that indicates prime relaxation.
4) Do not attempt to blow smoke rings with cameras present.
5) Try and be photographed when the mouthpiece isn't actually in your face. That's classier.
6) If you will be photographed with shisha in your face, try to obscure your features with a huge cloud of smoke. In this regard, my friend succeeded, but I did not, leaving me with a really bad shot of myself.
7) Wear some local garb. This never offends anyone.
8) Or actually be Arab.
9) Smoke shisha with friends. An ideal group is between 2 and 12 people. More people get loud and take away from the relaxing mood you're trying to bask in.
10) Relax and enjoy the friendship personified by the germs living on the mouthpiece you're passing around the table and the damage you're doing to your lungs.
If you were looking for a real how-to on smoking shisha, I recommend this site from another Dubai blog. http://onebigconstructionsite.blogspot.com/2006/10/how-to-smoke-shisha.html