Here you go:
Windows:
http://www.saberforum.com/index.php?topic=23237.0Mac:
http://www.saberforum.com/index.php?topic=23236.0You need to download the launcher and install it with admin rights (right-click -> Run as Administrator).
Turn the saber on, plug it into a free USB 2.0 port and wait until the Windows HID Driver has been installed.
Run the software, also with admin rights (again, right-click -> Run as Administrator), and wait until the saber has been recognized and connected. Then you're ready to change the colour. The software is quite self-explanatory, so you shouldn't run into any problems. If you do - search around, or if you don't find an answer to a specific issue, just leave a post and we'll try to help you.