actually....the correct term is to "release the power".
How to release the power is a little difficult to explain. Lets see if i can explain it to you all.
There are 2 main "wheels/gears" that move when you manual wind the watch, one is called the crown wheel and the other is called the ratchet wheel. The wheel that has very obvious protruding teeth is the ratchet wheel - it is also the closest to the stem.
if you look carefully at the ratchet wheel, you will see there is a component that we watchmakers call "click", the purpose of it is to hold the ratchet wheel and not let it slip - so when you wind the watch up it doesn't just release by itself.
Now, if you wind your watch via the crown you will see the ratchet wheel moves anti-clockwise, you will also notice that the "click" will engage then disengage, then engage then disengage, so on, so on as you keep winding. The key to the release of the power is to disengage the click from the ratchet wheel using a small pin/tooth pick and let the power run down by itself.
Hope this helps.