Step 11: Controller software - install
Download it, unzip it, and run the executable. It'll open up very small, but maximise the window to see more. It will automatically create a default configuration file in the same folder as it runs in, and you should then click "save properties" in the top-left corner to save the new window size as the default.
If you're curious about Processing, you're right to be: It's ace. There are useful tutorials on processing.org, and of course here on Instructables too. It's basically java, but optimised to run little stand alone programs with graphics. If you're interested in keeping on the leading edge of the controller development, you might like to check out the code directly from the repository and compile it yourself.
So open Processing up, and go to File->Sketchbook and you should see "polargraphcontroller" listed there. Click on it, and the application should open up. It'll only be very small, so go ahead and maximise the window, or stretch it so you can see everything. If it worked, then well done. NEXT!