According to the comments on the DX site:
The L3G4200D is a low-power three-axis angular rate sensor...
The ADXL345 is a 3-Axis, ±2 g/±4 g/±8 g/±16 g Digital Accelerometer...
The HMC5883L is designed for three-axis magnetic compass with a digital interface...
The BMP085 is a digital pressure sensor...
You just need to treat it as a set of four individual devices.
Adafruit has a good explanation on how to wire up an I2C device and also explains how to access the BMP085 sensor: Overview | Bosch BMP085 Breakout Board | Adafruit Learning System and make sure you note the list of pages on the left.
Blidr.org has a library for the ADXL345: http://bildr.org/2011/03/adxl345-arduino/
Pololu has an L3G4200D library: GitHub - pololu/l3g-arduino: Arduino library for Pololu L3G4200D and L3GD20 boards
And Bildr again for the HMC5883L library: http://bildr.org/2012/02/hmc5883l_arduino/
The other X_XXXX pins appear to be non-critical. They access special features of the respective chips (P_XXX for the pressure sensor, A_INT1 for the accelerometer, T_INT1 for the gyro, and M_DRDY for the magnetometer). You'll need to dig into the datasheets for those chips to get the details there.