Instructions for soldering the basic XPort Shield are available on LadyAda.net. You'll be using the XPort Direct, so these instructions can be followed from start to finish exactly as shown

When you have soldered the basic XPort Shield, the next step is to wire up the interconnects used by Botanicalls Twitter. Cut short wires and strip the ends so that you can make six connections between the XPort and Arduino's digital inputs. We used a different color wire for each connection to be clear. You can do the same, or feel free to choose whatever colors you like. Solder each wire in place and clip the excess from the back of the board.

Connections between the XPort and Arduino pins, on the surface of the XPort Shield:

XPort Reset to Arduino digital pin 4
Xport TX to Arduino digital pin 3
XPort RX to Arduino digital pin 2
XPort RTS to Arduino digital pin 7
XPort DTR to Arduino digital pin 5
XPort CTS to Arduino digital pin 6