some small amount of yellow sparking is normal, as would be feeling some warmth in the leads. a flat battery is capable of taking quite a significant electrical flow..
If you short circuit a healthy battery, you'll know about it - there'll be blue sparks and hundreds of amps will turn your jump lead into a smoking mess in a few seconds:
http://www.youtube.com/watch?v=ZfFViY1-zYw
connect the positives of the two batteries using jump leads, it doesn't matter what order. ensure no lead can fall and contact the metal of the car
connect the black jumplead to the negative of the good battery
connect the other end to a chunky bit of exposed, bare metal that is connected to the engine or the bodywork. some sparking is normal. loud popping noises, blue sparks and melted metal is bad. check you didn't connect any positive to any negative
start the engine on the good car and leave it idling for 5 minutes while you go make a cup of tea. this gives the good car chance to charge the bad battery. do not attempt to start the dead car. the dear car will get most of its starting power from its battery, not your jumpleads
most people make the mistake of jumping in the dead car right away and trying to start it. even if you do get it started, the charging system may not charge the battery and you'll soon be back stuck on the roadside
after 5 minutes, start the dead car. remove the leads in reverse order of fitting
drive the dead car home and put the battery on charge on a mains charger. don't assume that driving it round for half an hour will charge the battery, especially if you ignored the "wait 5 minutes" advice
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many factors are at play in jumping a car. if you have massive, heavy thick booster cables and they connect well enough to each car then maybe you can try the dead car immediately. the good car battery might have enough juice to withstand the load and it will be the good car battery that starts the engine. the dead car may never charge the dead battery if its voltage is too low, or it may merely succeed in overcharging it and ruining it
think of batteries like buckets and chargers like taps. when dead a battery is like an empty bucket. a trickle charger fills it slowly. a firehydrant fills it quickly but runs the risk of damaging the bucket.
car batteries aren't meant to be discharged lower than about 80%, and slamming them with fast charge rates when they're low heats hem up, buckles the internal plates causing shorts and reduces or kills them completely. the more full a battery is the better it can resist being slammed with charge. if your battery is totally dead, don't even try and jump it. take it off and put it on a trickle charger instead. the charging time will be written on the battery.. at a rate of 1amp charge an 80 ampere-hour battery (that's a big battery) will take 80 hours, or nearly 4 days to charge completely. 1amp is a very trickle charge. car alternators are usually more than 50 amps - potentially slamming with charge, but even a 50 amp alternator would take an hour and a half to charge an 80 Ah battery.. this is why I say drive it home and put it on charge. I've rescued so many morons from roadsides who got a quick jump of a very low battery, took it for a 20 minute drive to charge it not realising that it stood little chance, if any of charging sufficiently, and then stalled it in the middle of a roundabout or something daft. if the car has an intelligent charging system it won't even attempt to charge a very low battery, as slamming it with all those alternator amps just knackers it.