If you're taking the first exit or going straight over the keep in the left hand nearside lane. If you're going right then take the right hand outside lane, then filter out into the inside lane before taking the exit (make sure you indiate and use your mirrors).
For the approach mirror the lane you'll use on the round about so left hand side for left or straight over, right for going right.
The Highway Code is a useful reference. It may not be perfect, but it could mean that we all play by the same rules - and it can be used as evidence of careless driving. http://www.highwaycode.gov.uk
I hope not to share a roundabout with Toureman who believes that the only rule is to give way to traffic already on the roundabout!
The Highway Code is as good a guide as any when it comes to roundabouts but remember to look out for road or lane markings that differ from the code. Also....if you're not 100% sure then DO NOT use your indicators. Motorists who give wrong signals cause a lot of accidents.