Place your second X in the opposite corner from your first, so there's a line going "X O X" diagonally across the board. If they respond with an O in one of the other corners, you can win! Place your third X in the last empty corner, and your opponent won't be able to block you from winning with your fourth X.

When you're the first one up, there is a simple strategy on how to win tic tac toe: put your 'X' in any corner. This move will pretty much send you to the winner's circle every time, so long as your opponent doesn't put their first 'O' in the center box. This can make it harder to win, but it can happen.