I am very new to this also, (first post here in fact) so I can't help you.
But I just ordered basically the same setup (from the same place even). And I have been struggling with the descision as to whether to run linux and the EMC software, or Mach2/XP. I am more familiar with XP, I'm a windows programmer by trade, so I am leaning towards Mach 2. While searching this board for info on the subject, your post is about all I could find.
Is there a default setup file for the sherline driver box with Mach2 that we can just load up then proceed to the testing procedure?