In order to get the source you need to

1. Have a SVN client
For windows user we recommend Tortoise SVN: http://tortoisesvn.tigris.org/
For Borg developers it is recommended to install AnkhSvn:http://ankhsvn.open.collab.net/, this tool integrates nicely into the VS IDE!
Both tools are free.

List of additional SVN clients for most popular OS: http://subversion.tigris.org/links.html#clients

2. Checkout the Borg source
Create a new folder somewhere where you have your c# projects.
Right click on it. Choose SVN checkout from the context menu.

A new SVN window appears, leave everything as is and just edit the url so it contains:

https://borgserver.svn.sourceforge.net/svnroot/borgserver/

For the username enter your SF name, you need to have an SF account of course.
If asked for password leave it blank.

Thats it, compile & test. Note that you have read only access so no code changes can be submitted via SVN.
If you think you made something useful, added a new feature or fixed a bug you can create a SVN patch file and submit it to the dev forum.