Arduino and driver

Hello, I am new to Arduino and electronics. Right now I am making some experiences with: 1 DC small motor (here: Recommendations For You - DealeXtreme) and a big old 9V stepper motor (4 wires: blue, white, red, yellow).

I have this driver: http://dx.com/p/l9110-dual-channel-h-bridge-motor-driver-module-for-arduino-black-157149.

I think I figured out how to make the connections, but I am very scared of burning my Arduino or something. I am new to electronics, as I said, and I manifest the fear of "don't burn anything".

So can you guys please guide me to make the connections? And a part of the code?

edit: I've put a scheme for the 9V stepper made in paint. Is that good?

my answer is to follow what the picture said..... and double triple check ok b4 you power on anything
make sure the batery and the power supply is the last thing you need to connect

if you are using a breakout board usually they had include all the necessery precaution
you just need to take care so that the power and data line does not get mix up