DL2 Data Logger to Arduino Mega board

I'm attempting to get my DL2 Data Logger just to communicate back and forth with my Mega 2560 board. A link to the data logger is posted below. I was wondering where i could start with this project as far as the software goes. I believe i have the Data Logger wired correctly with TX and RX going into the Mega boards RX and TX. Does anyone know of some library or code out there that could help me to get these two things communicating?

http://www.race-technology.com/dl2_8_937.html