How to use a high current PWM LED controller

Ah ok. Well I'm running Cree XM-L colour LED's and at almost $30 bucks a pop I'm not gonna play around and potentially blow one of 'em up. I'll try using a RGB strip, which probably draws less than 0.35 amps but we'll see how we go.

I'm a little confused by the whole current feed thing. From what I can tell to get a channel to run at 0.35 amps you don't need to solder anything?

And can someone please give me advice/an example of a sketch to get one of the channels to dim a LED to get me started? Thanks.