Gem I've just got one but was probably ripped off as it's one of the birth ease ones. I've been sitting on it when I'm at my desk at home and plan to sit on it as much as possible throughout the third trimester. From what I understand, as long as your hips are higher than your knees when you sit on it, it helps to position the baby head down and opens up your pelvis which is supposed to help ease labour. According to my yoga teacher 30 weeks is the ideal time to start sitting on it and/or leaning over it on your knees (again to help position the baby).
Obv it's useful in labour too for resting on or leaning over. If you Google 'birthing ball instructions' you'll probably find a lot of suggestions!