Difficult to know about which of the many versions and variants of documentation and products you are talking (SPI? I2C?)
Nevertheless it is important to understand how to connect 5 and 3.3 volt devices properly. There is a most excellent and recommendable article from SparkFun here - I myself couldn't hardly do it better 
http://www.sparkfun.com/commerce/tutorial_info.php?tutorials_id=65