Once you get the monitor wires connected, it's pretty much plug and play, but you may want to search the forums as some folks have had driver issues (so, also be sure to download the latest drivers from ultimarc.com). I have never had a problem with either of mine.
Depending on your monitor, you may find running normal Windows apps a little tough, so I always try to have the machine 99% configured before I drop in the ArcadeVGA.
Cheers.