Step 25: Programming
If you do not have the Arduino software, download it here http://arduino.cc/en/Main/Software and follow the instructions for setup.
Go to File >> Examples >> Basics >> and open the Blink sketch...
Or any other sketch of yours.
If you are going to use the Blink Example, plug a LED into pin 13 on your board. The long leg goes to pin13 and the short one goes to ground.