Certain important molecules of the interstellar medium (ISM), such as H2 and CO2, are believed to have been formed on surfaces of dust grains. We describe experimental methods that we used to study the formation of H2 and CO2 on dust grain analogues in conditions approximating the ones found in key interstellar environments. By using state-of-the-art surface science techniques we obtained information on the efficiency of the molecular formation reactions, the reaction kinetics, and the reaction dynamics. Selected results are presented on the formation of molecular hydrogen on surfaces of silicates, amorphous carbon, and amorphous ice and on the synthesis of carbon dioxide. We then briefly show how these results have been applied to the quantitative determination of processes occurring in the ISM.