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1) Download the Arduino 1.5.x BETA IDE from: http://arduino.cc/en/Main/Software (or on Linux use a package manager to do so)
2) Install the IDE, (on windows saying yes to install the drivers), and open for the first time - you can use the Arduino Due (Native Port) board option and start using your DigiX right away, though you won't have all the features (WiFi, EEPROM, extra pins, etc).
If you decide to use this approach read our “The Basics of Using the DigiX” page for more on the slight differences between a DigiX and Arduino Due.http://digistump.com/wiki/digix/tutorials/software
3) For full support of all features and easier use, download the following zip file: https://sourceforge.net/projects/digistump/files/DigiXAddons-v07.zip/download (Updated with pseudo compatibility with Ethernet api for DigiFi, lots of new examples, Xively, ThningSpeak, Plot.ly, NTP, new libraries, working NRF library, and more!)
4) Unzip and copy the DigiXAddOns/Hardware folder to your (My) Documents/Arduino folder for Mac and Windows (My Documents on windows) and your /home/[username]/Sketchbook folder on Linux.
4.1) If you are using windows run the Install Driver - 32-bit or 64-bit .bat file found in the DigiX Driver folder in the files you just extracted. (32 bit for 32 bit windows, 64 for 64 bit windows)
5) Launch the Arduino IDE and select the DigiX from the Tools→Boards menu - now you should see new libraries in the Examples menu as well.
6) Plug it in and away you go! It works like other Arduino boards, serial monitor works as well. Check out the examples as well as the other tutorials here and the “Due Only Libraries” here: http://arduino.cc/en/Reference/Libraries for some of the cool features.