Hello mate..
That a really good thing to get into Midi, and you'll see that it isn't that complicated at all.
First you don't need to program your KaosPad, it's already sending midi signal by default. First you need to link it to your computer (find some cheap Midi to Usb adapters off ebay or from any music shop, install the drivers, and plug a MIDI cable from KP's midi out to the adapter).
Then make sure that you receive some signal (check arkaos midi preferences, and the Midi "led" in Arkaos might flash when you press buttons on your KP).
Then you can use the pad to control fades and effects depth, transitions, freeframe, launch clips from the buttons and more. You just need to assign you effect to a MIDI element (ex: fade on the y position of the pad).
I made a little soft to makes things easier, you can download it from my blog:
http://crustea.vjfrance.com/article-117605.html
Then move your button on the y axis of the pad, and you'll spot easily which value has changed (ex: 120) then double click on a clip, select transparent - controller, and put 120.
Thats it ! Then you can do this with other knobs, buttons..
Now a good challenge is to try to have an interesting link betwen audio effects from the KP and visual effects from Arkaos (ex: audio and visuals echo, or blurs etc..)
Hope this will help, keep us updated !