If you don't want to buy the dataq, then you can run the WB through the EGR pressure feedback wire see here:
http://eectuning.org/forums/viewtopic.php?f=5&t=562&start=0&st=0&sk=t&sd=a
On my PLX-500 the white wire should the 0-5v analog output from the WB, splice that into pin #27 closest to the EEC as possible, this is an old school way but I think its good since the dataq only lets you log up to 4 channels, although Mike Glover can get you more drop downs. I hear with BE you can log a lot more channels.
If you decide to purchase the dataq, follow the instructions on shonut's website, if you get registration error's then post back.
Here's something I wrote awhile back: Start with the wideband and nothing else, hook the analog output from the WB to channel 1, go to the dataq screen, from the drop down menu, use AFR, from the next drop down menu, use one of the files listed, I usually make my own, search for DBf file and you'll see a member gives the complete instructions. Usually a wideband after it heats up should read 5.0-5.1 volts with the key on, check to make sure you get this on the V/M, should read 20:1 on the Calcon digital screen, no need to start the car, make sure you restart your computer after the software install. If you don't get this then post back.
Once you get it to read correctly, make sure you hook up the capacitor as instructed in the PLX manual.
Remember you must write your tune in Caledit, go to the utilities tab, click on DIYWB if you going that route then all your other displays until you reach the limit, hit payload and type in a name to save your desired readouts. Then write your tune. You may have to do it twice, if you hear your fan run during the write, then do it again. Make sure you click "start logging" on the Calcon screen to display all your payloads.