There is a Tutorial how to prepare it. In the tutorial there is a link to a library which can be used for the Nokia 5110 LCD display. However for me it did not work. I tried to run the code in the Arduino IDE (v. 1.0.1). It didn’t compile.
Fix the broken library
The reason was that it didn’t find the wProgramm.h Header and it lacked the Arduino.h header. I prepared a version of it which works. If you are running linux you can save it (the contained folder) into /home/yourusername/sketchbook/libraries/. Now in the Arduino IDE you should have an entry NokiaLCD5110 under Sketch/Import Library/.
Upload the programm to the Freeduino v1.2
The kit I bought included a Freeduino v1.2. It is 100% compatible to an Arduino but it cannot be programmed if you chose the Arduino Uno board. You need to change it to Arduino Nano w/ ATmega328 under Tools/Board.