Watch the Using Octaves online guitar lesson by Henry Johnson from Jazz Expressions
Let's talk about octaves for a minute. I always get questions about octaves; what they are, how do you play them, etc. When you're playing them at the same time, it's important to mute the string in the middle so that it doesn't ring out. In our example using A, you only want to sound the E (A on the 5th fret) and the D string (A on the 7th fret).
You can use octaves to fill out melodies. Try making up your own melodies using octaves - the idea is to practice using the octaves so you become comfortable with them and you don't have to think about it. You can just do it. Once you have them down, you can apply them to things you already know - such as playing the pentatonic scale with octaves.