How do I use an Arduino with a grblshield for a CNC machine?

I need help interfacing my windows XP machine with th grbl shield and an UNOr3 with a grbl Chip. I have all the parts to go but I dont know how to setup my computer. Yes I have read all the grbl and wiki sheets and they dont help.

I would like someone to say "plug this here, type this here, do this and that" so I can get this going.

thanks