I simply rinse off the blade under the faucet after each pass, to remove the lather. I run water over the razor before my first pass too, with the hottest water possible. I find the hot razor feels nice against my skin...don't think it cuts any better, but it feels nice.

Just be careful when you rinse it off under running water. I always rinse it with spine up and toe tilting down, so no water will get close to the scales.