Currency futures.. Go short or go long?

If the transaction itself involves buying the currency in which the futures contract size is quoted, then you buy futures (i.e. go long).
If the transaction itself involves selling the currency in which the futures contract size is quoted, then you sell futures (i.e. go short).

This is all explained in detail, with examples, in my free lectures on foreign exchange risk management – I do suggest that you watch them (because I certainly cannot type out all my lectures here 🙂 )