Total NOOB please help!!

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I bought a rMP3 shield for use with my UNO and need help in getting this up & running - specifically in the proper connections. I have example software.
Here is the product reference:

Salutation...

My answer is taken from the link above in the product summary:

> The rMP3 optionally includes headers for Arduino board connection mating. If you buy the rMP3 with headers, you will need to solder the headers onto the board.

Ray