I just take the silk off then tie the husk back together at the top and soak in the sink for an hour or so. You can also put a little butter, salt, pepper, or whatever seasoning you like under the husks and then throw them on the grill. Without seasoning is fine to as you can add that after it comes off the grill. Blacken the shucks evenly by turning every few minutes. Should take 15 to 20 minutes and then enjoy. One of my favorite sides on the grill. Can't wait for the fresh sweet corn later in the summer. Good luck and give it a try. Tell us how it worked out as well.
I've done it both ways, but usually leave the husk on like Meatburner's method and peel half of it back just before taking it off the grill just to get a nice char on the ear. Just makes it look tastier to me.