Setting it up is the easiest part.
Lets see if I can find a diagram someplace
OK this is the only one I can find online.
The tube goes from the airpump into the center of the sponge filter. You should see a "nipple" in the middle of it and that is where tube goes as you can see in the pic. The plastic tube that came with the sponge, that goes on the outside - like in the pic.
I have a device that allows me to use one pump for multiple sponges and to control the airflow so for mine - one peice of tubing goes from the airpump into a "nipple" on the splicer thing. Then I have 2 other nipples at the top end. Each one of those also gets a peice of tubing. This tubing goes from the top of the splicer (think its actually called a check valve?) directly into the sponge filter. I also do not need an airstone for my sponges but I have heard that one can use them for the hydor sponges.
Here is the splicer valve thing I was talking about.
The tube from the airpump goes into the bottom nipple and two other tubes come off the black valves and go directly into the sponge filters.