Here is how to flash a new firmware to your Smoothieboard.
Smoothieboards come pre-flashed
You do not need to flash your Smoothieboard when you get it. You only need to do so to update it to a newer version of the firmware if you wish.
When you upgrade to a newer version, make sure you also upgrade your configuration file
This is also presuming your Smoothieboard is already flashed with the DFU bootloader ( it is already if you bought the board, it probably isn't if you built it yourself ).
Step by step
Download
Download http://builds.smoothieware.org/Smoothie-edge.bin or http://triffid-hunter.no-ip.info/Smoothie.html and rename to firmware.bin.
The latest bin is also available at https://github.com/Smoothieware/Smoothieware/tree/edge/FirmwareBin
For detailled instructions see Getting Smoothie
Copy
Copy the file firmware.bin to a micro sdcard, then safely remove the sdcard from your computer
Filename
Make sure the file is named firmware.bin, and not anything else.
Also make sure you downloaded the file itself, and not the HTML page containing it, as this would cause chaos. A good method is to check the MD5 sum for the file you downloaded ( or opening it in a web browser ).
Make sure you eject the SD card from your computer properly ( "eject" in your file explorer's menus ).
Power
Plug the sdcard into the SmoothieBoard sdcard slot, then plug a mini USB cable into the board
Observe
Smoothie will boot and you should see the leds count up for a few seconds, then they will start flashing, at this point smoothie has flashed the latest version of Smoothie and is running.
SD card problems
If there is a problem with the SD card, LED4 will be off.
If this happens, you need to format the SD card, and if that fails, use another SD card.
You can make sure the new firmware was flashed by looking at the content of the SD card.
If the firmware was flashed successfully, the filename should have changed to FIRMWARE.CUR
Connect
You can now connect to smoothie with Pronterface ( or any other host program ) at any baud rate, look for a serial USB device on your computer.
If running windows you may need to install the Windows Drivers
Mac OS/X and Linux have the drivers built in.
You can ignore any messages about missing DFU drivers.
Terminal
You can also connect to Smoothie with any serial console program, which should be set to local echo and Linefeed line endings.
Typing help will show a list of console commands available.
Some useful commands are:-
version - which shows the current smoothie version
ls /sd - which lists the files on the sdcard
play /sd/file - which will print the file from the sdcard
More commands can be found on the Console commands list and useful G-codes are in the Supported G-codes list