Gears works with a select group of sites that are specifically designed for compatibility. When you visit a site that's configured to work with Gears, you should see a message stating "The website below wants to use Gears." If you'd like to allow the use of Gears on this site, simply check the box next to "I trust this site. Allow it to use Gears." and click the Allow button.
Note: Once you've allowed a site to use Gears, you won't see this message again on that site.