After uncompressing the zip file (see the link at the bottom of this page), run the program by typing DoublePendulumAnimation at the Matlab prompt. Make sure that your current directory in Matlab is set to the directory containing DoublePendulumAnimation.m You will be presented with the following GUI.

Josh Altic's Double Pendulum Animation.
To run the animation with the default parameters, simply click the Begin button to start the animation.
You can experiment by changing the parameters and initial conditions and hitting the Begin button to see the motion of the double pendulum.
Enjoy!