How to initialize log4j properly?

After adding log4j to my application I get the following output every time I execute my application:

log4j:WARN No appenders could be found for logger (slideselector.facedata.FaceDataParser).
log4j:WARN Please initialize the log4j system properly.

It seems this means a configuration file is missing.
Where should this config file be located and what is a good start content?

I’m using plain java for developing a desktop application. So no webserver etc…

How to initialize log4j properly?