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There is desktop software for PCs and Macs. The first thing that popped up when I connected the Fuelband was a notice for a firmware update.
In addition to the desktop software, a link to the Nike+ Fuelband site is provided and walks you through different aspects. The desktop utility is primarily used to manage the band settings while the website lets you view stats and share it with others.
The Nike Connect utility has a few settings for you to manage. The first is to enter your personal profile.