First of all find everything about Datacoin here: https://bitcointalk.org/index.php?topic=358592.0

Now first of all you have to download your Datacoin wallet if you dont have one. You can also use a web-based wallet like bter.com or coins-e.com but web-based wallets are not as secure as the wallets on your computer.
For windows you can download from here: http://sourceforge.net/projects/datacoin/files/
For Linux checck here: http://datacoin.info/index.php?id=datacoind-build-instructions-linux

After you donwload it it should take some time to synchronize and download by itself all the blocks. It takes some time to connect. You may also need to add in the help/debug window/console a few addnodes from here if it doesnt connect fast: http://datacoin.info/addnodes . You just copy paste a few of those.

After you set up a wallet make a new address. I call my address "Mining" for example. It looks like this: DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy


Currently there are two pools. First one is out for a day now and second one for a week. 1st one has only 30 workers while second one  30k. I prefer the first one because 1 pool must not have all the power. So i am trying to help the first one although i get less frequent payouts! But fee is also less.
1) http://dtc.xpool.xram.co/          1% Fee  
2) http://dtc.gpool.net/                2% Fee

For windows: Choose a pool. Now all you have to do in order to mine is to download this and unzip it: http://www.mediafire.com/download/473rshiav08074t/primeminer_v08_rc1.zip
In the folder there would be 4 files. Right click and edit primeminer_x64_edit-me.bat file.
If you chose the first pool delete everything in the .bat file and paste this one:

primeminer_x64.exe -pooluser=DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy -poolpassword=PASSWORD -poolip=dtc.xpool.xram.co -poolport=1335 -poolshare=6 -genproclimit=4

If you chose the second pool use this one

primeminer_x64.exe -pooluser=DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy -poolpassword=PASSWORD -poolip=162.243.41.59 -poolport=8336 -poolshare=6 -genproclimit=4

*DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy is my address. You have to change this to your wallet address
*4 is the number of threads that you want your computer to run. In my i3 laptop i have a total of 4 threads. If i use 4 of them i cant use my computer for anything else as it is too laggy but this way i mine the most of it. If i use 2 threads then i dont have a problem and i mine as i use my computer. Your computer may have more threads. Put the number of your threads according to your CPU
*You dont need a PASSWORD for those pools. Let it as is and it should work.
Now all you need to do is to save this .bat file you made and close it. Then just run it buy double clicking it and you have started mining!

For Linux: (I have tried it on Ubuntu 13.10 and 13.04 and Debian 7) On the terminal put the following:

sudo apt-get update  
sudo apt-get install yasm -y git make g++ build-essential libminiupnpc-dev    (and press enter)
sudo apt-get install -y libboost-all-dev libdb++-dev libgmp-dev libssl-dev dos2unix (and press enter)
git clone https://github.com/thbaumbach/primecoin (and press enter)
cd primecoin/src (and press enter)
make -f makefile.unix and enter (this will take a few minutes)

And then you only have to write this and enter and you are already mining!:
For first pool:

./primeminer -pooluser=DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy -poolpassword=PASSWORD -poolip=dtc.xpool.xram.co -poolport=1335 -poolshare=6 -genproclimit=4

For second pool:

./primeminer -pooluser=DQsoZjorSHBXDUhVkYn7VuSfzG2RfYLpuy -poolpassword=PASSWORD -poolip=162.243.41.59 -poolport=8336 -poolshare=6 -genproclimit=4


*See above in the Windows section what you have to change for the red colors


I hope this guide will help you with mining Datacoins. I will try to make this guide even better as it may have mistakes as of now. Feel free to ask anything! I will try to help you as much as i can.

And one more thing. Dont sell you Datacoins fast! Right now price is undervalued. 1 Datacoin will sure be above 1 dollar at least. Gather some Datacoins first, see how market works and then exchange

Donations accepted: DCwREZSt175ec2fkZn5ucrJ7s4fx1ki6z7

Pull up a Commandline box and tell it

netstat -a | findstr 8332

Is there a connection to the pit.deepbit.net:8332 ?

Update: changed the commandline to remove a redundant | and > for clarity

Yes, please, let me know - I'm curious 

Rule #1 DON'T POST PASSWORDS NEVER EVER EVER NEVER!
Rule #2 Mask you email a bit, spammer love harvesting addresses....

> Go change that password now!

Now, for the rest: I would expect a "_0" tail, not _Mist....

What did you put as the worker name in GUIMiner?

Did you use
worker: email@domain.tld_0
pass: <password>

?

ESPECIALLY the tail is important here!