I don't think I would be asking if I knew how to use it. It's my first time using one, and hell, making a robot by myself (not from a kit) so i'm a little lost.
If you have no idea how it should be used, then why did you buy one? Specifically, why did you buy that one?
If I were doing your project, and was at the point where I thought I needed to add a gyro, I'd have asked here first if one was necessary, and, if so, for recommendations on what kind to use.
Have you read the instructables? It clearly says there that if you don't add a gyro the ball will wobble too much and be incontrollable. And I bought that model because first, it was cheap, and second, on the comments he speaks of a "scavenged one from a helicopter".
Yes, I could have asked here first, but at the beginning of the project I didn't even think of using an arduino. It was going to be all controlled by a mini-itx board (because it will do other stuff than just roll around) but it did draw too much power, so I switched to use an arduino for the contrlling part and a raspberry pi for the other stuff.