what external power supply adpater(jack) can i use?5V or 9V?
I would go with 9v. Since the BS has a power regulator which outputs +5v you will want to give it a little more as the power regulator will consume a tiny bit of power.
what is the process to programm the blackwidow?
It is the same as with any Arduino board. If you are not familiar with that please see the Arduino main site to download the Arduino software for your PC/Mac/etc. and read the getting started tutorial (or any tutorial of that nature). Pretty simple once you do it the first time.
If i connect this for the first time on my pc what should i see?
A BW connected to your pc

Sorry. Don't know you never told us what OS you are running. On a Mac you will get no notification from the UI but you will be able to see the device in /dev. On a PC you will likely get some UI popup that notifies you that drivers are being loaded. The important thing is that in the Arduino software you should see more available ports after the BW is connected. Again, if you are unfamiliar with this subject matter please cruise the Arduino site for some tutorials.
Greg