Ok, so what I do is make sure that I have two versions of sage installed, 
one is just a stable release wich I use for my regular work and one is my 
development copy for development purposes. You could probably also work with 
1 version, but I like to be sure that I have a working sage at all times.

Now to get you up and running without you having to read the entire 
developement guide lets start easy. Before you make changes we first need 
you to set up your mercurial. This is explained at point 3 (don't do points 
4 till 10 since they are the old fashioned way and more difficult) 
from http://www.sagemath.org/doc/developer/walk_through.html#submitting-a-change
then setup mercurial queues as 
in 
http://www.sagemath.org/doc/developer/walk_through.html#starting-with-mercurial-queues
and then the patch creation process is described 
at 
http://www.sagemath.org/doc/developer/walk_through.html#creating-your-own-patch-with-queues
(you can also do it without queues but almost every sage developer does it 
with queues since it has a much easier workflow for creating patches).

After having setup and read the above you are ready to go and edit the 
source code. But first don't forget an important warning 
from 
http://www.sagemath.org/doc/developer/walk_through.html#modifying-sage-source-code
 
about the location of the place you want to edit the source code.

The build process will copy the necessary files to 
SAGE_ROOT/devel/sage/build andSAGE_ROOT/local/lib/python/site-packages. It 
is very important that you *do not change files* in these directories 
directly! If you do that, then those files would get overwritten the next 
time you run sage -b.

The place where you do want to make changes are 
SAGE_ROOT/devel/sage-main/sage where SAGE_ROOT is the top-level directory of 
your Sage installation.

If you have any questions just post them here, I will go on a flight in 3 
hours so I might not respond as fast as I did earlier.

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