MAX7219 or the MAX7221 There are different solutions for driving this popular piece of hardware from the Arduino. If you are not familiar with the MAX7219 or MAX7221 you should start by reading the hardware related documents
MAX72XX-datasheet
The software for driving these chips is covered on several pages
MAX7219.
Matrix-library This is the original documentation for the Matrix-library that was shipped with the Arduino software pre Arduino 1.0. The library supports MAX7219 and only works with Arduino 022 and below. To connect multiple MAX7219s together you wire the clk and data to the same lines but the load data line goes to a different pin, also you must define a new matrix and give it a different name
LedControl-library Supports the MAX7219 and the MAX7221. It can drive multiple devices and has a specific command-set for 7-segment displays (besides the common Led matrix functions).
MAX7219-Library is another available library that supports cascaded MAX7219's and some basic matrix functions(e.g shiftleft, shiftright, flip, rotate, raise, lower).
More specific problems with the MAX7219 or MAX7221 have been discussed several times on the Arduino Hardware Forums.