It's hard to explain in words, but a correctly intonated set of Strat saddles should normally look something like the picture below. It's like two sets of "steps" next to each other.
To set the intonation, get hold of an electronic tuner and, for each string, compare the harmonic at the 12th fret with the fretted note. If the fretted note is flat compared with the harmonic, the saddle needs to be moved further forward towards the bridge pickup ("FFF" = Fret Flat Forward). If the fretted note is sharp, move the saddle further back, and so on until the fretted note is the same as the harmonic.
If you repeat this process for all 6 strings, re-tuning the guitar as you go along, the saddles will probably end up looking like the pic.