Windows:
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Open up the MDT and follow the step-by-step instructions in tgcd/win32/README.txt to create a Visual Studio project that uses your brainwaves.
Check out the
App Notes and Tutorials to try step-by-step tutorials to create your own projects, including Flash and Arduino.
If you feel like developing more detailed applications and games for the MindSet, feel free to jump over to the Casual Developers or Professional Developers track.