Trim three jumper wires to 3 inches each. Use different colors if possible.
Strip the ends of the wires
Solder the wires to pins 1, 2, and 4 of the AM2302
Connect the AM2302 to the Raspberry Pi as follows
Pin 1 on the AM2302 to pin 1 (+3.3V) on the GPIO connector (labeled P1 on the raspi)
Pin 2 on the AM2302 to pin 7 (GPIO 4) on the GPIO connector
Pin 4 on the AM2302 to pin 9 (Ground) on the GPIO connector
Cut some styrofoam or scrap wood to size. Hot glue the sensor to the case as you see fit.
Power on the Raspberry Pi and connect via SSH or locally attached keyboard and monitor.
Login as pi. NOT ROOT!
sudo apt-get update sudo apt-get upgrade sudo rpi-update
git clone git://git.drogon.net/wiringPi cd wiringPi ./build
Modify rht03.c example with pin where sensor is connected
cd examples nano rht03.c
Change #define RHT03_PIN 0 to #define RHT03_PIN 7
Save the file