The setup isn't too different from a regular DI. The main difference is that rather than going from the electric guitar/bass to the amplifier, this box is supposed to come between the amp head's output and the speaker cabinet. Therefore, it helps mimic the sound of the cabinet, virtually and ideally negating the need for a microphone. The setup is really straightforward and easy, and the manual, if even necessary at all, is clear and succinct.
I have to say that this is far removed from most DI boxes I've encountered, but in reality far more useful. I prefer the sound of an amplifier to a DI box (for both guitar and bass, but especially guitar). The only problem that can sometimes occur is that I won't have access to the kind of microphone I need or the room I'm recording in won't allow for a clear, powerful sound. This can be solved easily by the JDX. The sound that comes out of the DI itself is certainly better than most DIs. It does a pretty amazing job of emulating the speaker cabinet that you are using. That being said, however, it's nothing compared to the combined effect of running a microphone from the speaker as well as having the DI signal. Mixing both in Pro Tools allows the engineer far greater control in terms of color and timbre. Even if the microphone signal is dominant in the mix (as it usually is with me), the power and texture added by the JDX is invaluable. I usually don't use another DI unless the player demands a really dry, clean tone (which is something I usually don't encourage, but have to do anyway).
I've only recently purchased this item and it's become my choice DI for recording rock bass. Occasionally I'll use it on a thick electric guitar as well. I like the fact that it's not dry and weak like average DIs. I haven't tried anything that really compares to this. I think that it's definitely a little pricey but it's worth it if you like what you hear. I certainly did. I highly recommend it to people who record rock and have limited mic selection!