The right way to grind espresso beans?

I’ve always thought that you want the coffee beans for espresso to be finely ground, but not so much so that the grounds will leak through into the drink. So how fine are the grounds supposed to be?
You must use a burr grinder to grind the coffee beans with the right consistency. An irregular grind will make terrible espresso. The grind varies slightly depending on the espresso machine and the cleanliness of the machine.