You'll have to ask a specific question if you'd like to get help with a problem.
I would first suggest looking through the manual for the prosoft module. You should have recieved a CD containing the manual, sample ladder logic, and more with the module.
This is on a CompactLogix correct? Prosoft has an excellent manual which walks you through the steps. Basically, you need to add an Add-On Instruction to your project and create a few tags. The rest of the setup uses a Prosoft utility which you connect directly to the module through a serial port. There you setup the registers that you want to write/read and setup the Modbus commands. The utility makes it very straight forward.
Well, I actually got mine from the Prosoft website. I figured I would get the current versions there. But I must imagine that they are provided on the CD as well