Help needed in installing EPIR Motion Sensor

Hi Im a newbie to Arduino .Im using Arduino Mega ,I need to use this EPIR Motion Sensor to detect motion and turn off a buzzer .I have problems in interfacing the EPIR Sensor as im not too sure about how to connect it to the hardware interfacing mode.need advice in its connection and some tutorial in programming it cos im still a noob in arduino.I also do not understand the conncetion and programme of the EPIR sensor created by DIgital jhonson.
Below are the links of EPIR sensor and The EPIR Library created by DIgital Jhonson:
1.Epir Motion Sensor
https://www.sparkfun.com/products/9587
2.EPir Library by Digital johnson (the download link is in the left hand corner)
http://code.google.com/p/epir-library-v1/downloads/list

In the Example.pde within the examples folder of the linked library there is a description how to wire the sensor to the Arduino Mega (it does only work with a Mega). Have you tried that example? If not, do it.