Well, you're going to want to do three things:
1. Learn as much about programming as you can. This is absolutely critical.
Personally, I'd say try learning about low-level stuff because everything is based on it, but that's just my opinion.
2. You're going to need to get a hold of a microcontroller with plenty of I/O as the robot arm seems to have quite a bit of functions.
3. Set up the MC for uart so it can communicate with the computer. The SoR page can be found here: http://www.societyofrobots.com/microcontroller_uart.shtml
This all rests on step one though, because if you can't program well you'll drive yourself crazy trying to do this.