The USBtinyISP is pretty easy to use, but here are a couple hints

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There are two LEDs, a green one near the USB port and a red one near the cables.

The green LED indicates that the USB connection was sucessful.

The red LED indicates that the USBtinyISP is 'busy' programming. You probably don't want to unplug it or the device being programmed while it's lit. However, if there's a software crash the LED may remain on even though its not doing anything.

There are two cables for programming: a 10-pin ISP cable and a 6-pin ISP cable. They are the two prevailing standards for in-circuit AVR programming. This programmer doesn't do JTAG programming (yet?)

There's a jumper near the cables, JP3. When the jumper is in place (connecting the two wires) then that means that the USBtinyISP is providing 5V power to the device being programmed. If you don't want to power the device then just take the jumper out or make sure its only on one of the wires.

The USBtinyISP can only provide 5V, up to about 100mA to the device. If you need more power then you should remove the jumper and power the device seperately. (Alternately, if you're feeling adventurous you can reprogram the USBtinyISP to requires 500mA from the USB port instead of 100mA but if you dont know how to do this I'd suggest not)

Version 1.0 of USBtinyISP sends data to the device at 5V level no matter whether its powering the device or not so make sure its 5V compliant! (Note that there are 2 1.5K resistors in series with the data lines for protection)

Version 2.0 uses a level shifter so that if the jumper is not in place, it will use whatever the target voltage is, a lot better for your low-voltage devices!

This jumper is next to the USB jack. By default there is a trace connecting the pins. cut this trace if you want to power the USBtinyISP from the target, say if its not 5V compatible. It probably wont work for voltages under 3.3V. Its also not suggested so don't do this unless you're sure you want to!

This jumper is next to the microcontroller. Install a jumper here if you want to program the usbtinyisp chip, it will connect the chip reset to the programming lines. Don't do this unless you're sure you want to!

USBtinyISP can be used as a 'generic' SPI device. The best place to look for examples of how to use this is download the avrdude source code and read usbtiny.c

Here is a submitted example of using it under Linux, in c++. Thanks Matt D!