You have to give way to the anything on your right - unless they have a Give Way (Cedez le Passage) marked. In practice this means that you can drive on main roads like you would in England, but in towns, things just pull out on you from the right and expect you to give way - even if you are on the bigger road.

In fact French drivers have a tendency to pull out on you from the left as well, so treat everyone else as if they're a total moron and you'll be OK (it's good advice for this country too).