TIP: Use Pressure for Size instead of Pressure for Opacity to get a more natural-looking pen/pencil/brush stroke.
Unless otherwise set, the Brush controls of whatever program you are using will override the System Preferences Tablet preferences.
In Photoshop, the controls look like this while using the Brush Tool:
Click the button next to the Opacity percentage to use Pen Pressure for your brush stroke opacity. This means your brush strokes will be more opaque the more pressure you use while drawing.
Click the button on the end to use Pen Pressure to determine your brush size (relative to the brush size you choose). This means that your brush strokes will appear thinner or thicker depending on the pressure you use while drawing.
There are more options depending on what program you are using and they all have their advantages. Play around with different settings to find the ones that work best for you.
The tablet has three touch-pad buttons on the top right of the screen.
You can also access the tablet properties from System Preferences:
Choose the device that you want to change the properties for at the top of the window under 'Device'.
Use the dropdown menus for each button to choose the function.
In most cases you will need to change the pen properties within certain programs themselves, like in Photoshop. If you want to make the changes affect how the program will respond, choose the program from the 'Application' list ('All Other' is selected by default so that users don't have to change the properties every use).
You can also change the eraser properties by clicking 'Eraser'.