first of all I connected the arduino board to my computer usb port.
the board should light up.
now if you havnt got the arduino IDE software you should go here http://arduino.cc/en/Main/Software
to download it
it should already be in the repositorys if you are using ubuntu linux.
when the software has been installed and opened. check the port and board setting are correct.
this will be under tools > board (select the board option to match your arduino board)
and tools > serial port. if this is greyed out you will have to check that your drivers are installed correctly for your board.
when the software is set up and communicating with your arduino. its time to write the code.