How do you ensure a tortilla keeps all its contents when making a burrito?
Folding a burrito is serious business. Get it wrong and you'll end up dumping most of the contents all over the place and look like a burrito noob. Get it right and your hands and plate will be perfectly clean, and you'll no longer be hungry. Beware: publicly flaunting these skills might lead to people wanting you to fold their burritos for them.

General Tips

First off: make sure your tortilla is ready to be folded. A cold or dried out tortilla is likely to crack or split. Use a warm and moist tortilla. 

Second: don't overfill the tortilla. If you have small tortillas don't try to make a giant burrito and expect that to work.

How to fold

Now that we have the basics out of the way let's get to folding. See the flash animation at Chow.com (which I've converted into an image here):




Place the contents in the approximately center of your partially folded tortilla. Leave plenty of room on the ends otherwise you'll most surely have food spilling out once it's folded up. Hold the filled tortilla so the weight of the filling pulls it tight. If your burrito busts through now, it will certainly burst later. If not, proceed to step 2.
Fold one end towards the center.
Fold the other end over.
Roll the bottom (the end nearest you) up towards the top. This isn't the intuitive way, but it's the right way. Make sure not to let the food squeeze out. I hold it with my fingers at the crease where the bottom edge that's been folded up meets the food.
Keep rolling it up.
Om nom nom.