The link I gave in the WLO news thread is a good place to start. However, the challenge when you are doing digital DXing like this is finding something that is readable. The USN and NATO, among others, are very busy users of HF, and much of what they send is encoded so it's not readable. Sometimes you need to be something of a detective - using spectrograms or similar to get an idea of the mode being used - that is sometimes a key to who is sending it. Fortunately enough, there are several websites that give specific spectrogram examples and the mode that it represents - some even have an audio loop so you can hear what it sounds like.
