Stand with a dumbbell in one hand hanging at your side. Hold a power rack or similar with the other hand with the foot of that side against the base of the rack, and lean away from it.
 
Keeping the arm close to straight, raise the dumbbell out to the side and up past shoulder height, then lower under control.
 
Notes
The more internally rotated the arm, the more the emphasis on the lateral delt; the more externally rotated, the more the anterior delt will contribute. Lateral raises can be taken all the way overhead as well—allow the arms to naturally externally rotate somewhat the higher they get rather than trying to force internal rotation.
 
Purpose
The leanaway lateral raise focuses on the lateral and anterior delts. Overhead raises can help improve and maintain shoulder mobility. The leanaway position changes the resistance to challenge the delts more in a different range, and helps reduce the contribution of the traps and rotator cuff.
 
Programming
Generally sets of 10-15 reps are appropriate.