I recently bought a USB Host shield from sparkfun and want to know how to use it.
Use it for what?
It would be nice if somebody could point me to some tutorial which explains you how to connect a usb host shield to Arduino.
Did you buy a kit or a fully assembled shield? If you have a fully assembled shield, it only fits one way. A tutorial on how to connect the shield is hardly necessary.
If you bought a kit, you should contact the supplier for instructions on how to assemble the kit.
You realize, I hope, that all the USB Host shield provides is the breakout pins necessary to connect to the wires in the USB cable. You need to write all the software necessary to interface with whatever you have connected to the USB port, and may need to add additional hardware, if whatever it is you have connected to the USB port needs additional hardware to drive it.