You use the board set to uno, and upload ArduinoISP sketch to the Uno. Be sure to put the ~10uF capacitor between reset and ground on the Uno after uploading the ArduinoISP sketch.
Then you change the board to ATtiny85, when uploading to the ATtiny85.
If using my core (which you should, it supports more parts, uses flash more efficiently, and doesn't require modifying libraries and/or using special libraries for I2C and SPI), use the Arduino as ISP (ATTinyCore) programmer (I think that one also has the fix for needing the 10uF cap, too).