Xbee to Arduino

Hello, I am trying to play with some Xbee and an Arduino but I just got it in the mail and realize I don't know how to connect em (big noob here).

Will this allow me to connect it to be Arduino UNO: http://www.sparkfun.com/products/9132

I suppose I'll also need some wires to connect that to my Arduino? I don't have one yet... but I did buy a multimeter :P

You need two xbees. One for the arduino and one for the PC or second arduino. You then need the explorer usb explorer to the pc's xbee and that explorer for the arduino side. I've not done it, but that's what I read.

See http://bildr.org/2011/04/arduino-xbee-wireless/

There's only a few connections that need to be made, but because XBees run at 3.3V and your Arduino might run on 5V you need to handle the voltage differences in the signal. The "XBee Explorer" will do that for you. Even if your Arduino runs at 3.3V the explorer is still handy just for mounting purposes because the XBees do not have pins at the .1" spacing that would be needed to mount them on a breadboard or protoboard.

As gerg mentioned, Sparkfun also has the XBee Explorer USB which is very handy for connecting to a computer.