Download the Budgie Preamplifier firmware and extract it to a suitable working location of your choice. It will be a folder with an *.ino file (the main sketch) and six *.h support libraries. Download and install the Arduino IDE, which is currently version 1.0.5 (Linux, Mac and Windows supported):
http://arduino.cc/en/main/software
The Arduino IDE (Integrated Design Evironment) 1.0.5 is the primary way to connect to an Arduino board. You can use it to write code (called a sketch in Arduino lingo), compile code (turns your high level C code into Atmel specific instructions), upload the code to your Arduino board, and also collect serial data from your board. However you don't need to tinker and change code as you can just load the default sketch (aka code aka firmware) that I've provided and you're done.
When you first connect your Arduino Nano to your computer you'll be prompted for drivers (surprise!). The Nano uses an FTDI chipset for a Virtual COM port and is used by many devices - it works pretty well. I like it better than the newer Atmel-based COM drivers that newer Arduino boards use. Anyhow, the drivers are located in the \drivers folder of the Arduino distribution. Some hand-holding with Arduino's how to: http://arduino.cc/en/Guide/Howto
Once you successfully install the drivers, double-click the budgiesketchV0_05.ino file in the Budgie folder and the Arduino IDE will start automatically. Verify your COM port is set correctly in the Arduino IDE (Tools> Serial Port…). Then change settings for the Nano: “Tools>Board> Arduino Nano w/ ATmega328”. Next go to “Sketch>Import Library…>Add Library…” and select the IRremote library from the Budgie files folder. That's the key code for handling all the raw IR data and was originally written by Ken Shirriff (http://www.righto.com/2009/08/multi-pro ... brary.html). It's now maintained on github and this distributed library is the updated version. The “Upload” button compiles and loads the sketch code into memory.
After loading the sketch you can disconnect Nano from USB and insert into your Budgie. Make sure you orient pin D13 in the correct socket location with power off (no 24V or USB power when inserting/removing Nano). A great feature is that you can also flash and debug the Nano while inserted into the Budgie PCB using USB power, but not when connected to 24V (reverse currents can damage your computers USB port). Press and hold the BOOST button for at least 10 seconds to toggle this special Debug mode.