The easiest way is to hold the syringe upside down (with the needle pointing up) and gently flick the barrel (as Zoeylynn mentioned) to get the air to all go to the top, then carefully depress the plunger to eject the air, stopping before you squirt out any liquid.
It's best to get as much of the air out as possible, but you'd have to inject a lot of air for it to actually kill you. I've read that serious damage can result from injecting 20 CCs of air or more, and the usual insulin syringe holds just 1 CC. Having said that, there is a small chance that a smaller bubble could possibly get lodged somewhere and cause problems, so it's always a great idea to try to remove as much air from the syringe as you reasonably can before injecting.