Max Pierson designed a very excellent Arduino DMX-512 I/O shield.
Please refer to his site: http://blog.wingedvictorydesign.com/2009/04/29/arduino-dmx-512-io-shield/ for more information.
We support his project by supplying bare Arduino DMX-512 shield.
Parts can be ordered at: http://www.cutedigi.com/product_info.php?cPath=284&products_id=4331
The latest software can be found at:
An assembled board can be found on his website:
The parts you need can be found on his website too.