As a rule, you should always sand with the wood grain to prevent cross-grain scratches. But when you're using a belt sander to remove a lot of wood or smooth a rough board, you can save some time and trouble by bending that rule a bit. Instead of holding the sander parallel with the grain, start by holding it at a 45-degree angle. Move it straight up and back, keeping the tool canted. The aggressive angle of the belt will quickly cut through even the toughest varieties of hardwood. Once you're satisfied with the surface, turn the sander parallel with the grain and smooth out the diagonal scratches. Continue sanding using progressively finer-grit belts until the board is as smooth as you want it.