I'm not familiar with the Eurotherm but a recent thread on a different model can be found
here. There are some drivers for other models
here. I hope that there's enough there to get you started. You should also study the shipping examples on serial communication and you're going to need the programming manual for your controller. As a general subject, I'm pretty sure that you could find some example code on temperature cycling. Try searching the forums and see what you can find.
