Neurosky offers instructions for modifying the dongle to communicate with an arduino (PDF link). I found parts of the instructions to be unclear: this picture is an attempt to clarify those bits.
Shown above: 4 wires to solder into place on the board once you take it out of its housing. From top to bottom, they're ground, serial RX, serial TX, and 3.0V power.
Once you've soldered the wires in, you'll want to cut traces running from RX and TX to pins 3 and 4 on the CH340 chip. That's the chip to the left: the pins are marked with a note. The traces to cut are just above the "+" and "J6", leading underneath the chip, to the left of the wires. The location is marked with a note.