They have a pdf you can download from their site called Capital Gains. I actually knew about it because I had trouble filing my last year's taxes. I had a number of buys that were before 30 days of some sells and I spent a lot of time on the phone with CRA. They explained that I had to cut off my ACB (average cost) before the 30-day buys showed up and not use them for the 2011 taxes. Then when I file for 2012 I add the buys into the ACB which has the effect of increasing my costs so it ends up being a benefit because my costs would be higher.

Honestly, these things are so tricky it's a wonder anybody can file their taxes at all. I used TurboTax and spent a lot of time on the phone with CRA because I was determined to understand it myself.