Radio Shack 7-Segment (276-075), Max7219, Arduino.

Has anyone used one of the Radio Shack 7-Segment displays?
I picked a single display up and wanted to try wiring it to the Arduino. I cannot get it to even light up!

When searching for wiring diagrams I noticed this display has 2-common cathodes. Should both be wired to Dig0 on the Max7219? Do I need resistors between the Max and each Anode?

Sorry, I'm still a newb, and the wiring diagrams do not seem to discuss how to handle this directly. I'm hoping I haven't burnt out the display or the max.... Is there a way to simply test it? I wanted to gear-up for my Sparkfun 8x8 LED matrix, but this hasn't gone so well!!

Thanks for the help!!

This page speaks of adding capacitors and a resistor:
http://www.arduino.cc/playground/Main/MAX72XXHardware

As far as testing, if I understand you then I can put a connection from my Arduino's 5v to any one of the anodes and it should light? Do I hookup the common cathodes to ground?

Thanks again!

Ok I tried tying both the cathodes together and bringing them to ground...Additionally I put a wire from the Arduino's 5v through a reisistor to an anode and it lit that segment...

So how do I test my Max7219?

Should I have been tying the cathodes together and putting them to DIG0 on the Max7219?