redsales: I cut and paste the rule from that site in case people can't be bothered looking (which would usually be me):

"#4 A player must use both numbers of a roll if this is legally possible (or all four numbers of a double). When only one number can be played, the player must play that number. Or if either number can be played but not both, the player must play the larger one. When neither number can be used, the player loses his turn. In the case of doubles, when all four numbers cannot be played, the player must play as many numbers as he can."