To kick off the development, I download the STM32VL Discovery Firmware package. This package contains some examples which I have used to quickly verify if my setup is correct or totally wrong. The source code of the firmware that is shipped with the STM32 discovery board is also part of the firmware package. The firmware package has accompanying documentation with it. Look for application note AN3268 on www.st.com.
You may also want to consider downloading ST-Link utility. This will allow you to download the binary into your discovery.