The preferable form of contribution is creating a Mercurial changeset and sending it via e-mail to the octave-maintainers mailing list. Mercurial is the source code management system currently used to develop Octave. Other forms of contributions (e.g., simple diff patches) are also acceptable, but they slow down the review process. If you want to make more contributions, you should really get familiar with Mercurial. A good place to start is http://www.selenic.com/mercurial/wiki/index.cgi/Tutorial. There you will also find help how to install Mercurial.
A simple contribution sequence could look like this:
hg clone http://www.octave.org/hg/octave
# make a local copy of the octave
# source repository
cd octave
# change some sources...
hg commit -m "make Octave the coolest software ever"
# commit the changeset into your
# local repository
hg export -o ../cool.diff tip
# export the changeset to a diff
# file
# send ../cool.diff via email
You may want to get familiar with Mercurial queues to manage your changesets. Here is a slightly more complex example using Mercurial queues, where work on two unrelated changesets is done in parallel and one of the changesets is updated after discussion on the maintainers mailing list:
hg qnew nasty_bug # create a new patch
# change sources...
hg qref # save the changes into the patch
# change even more...
hg qref -m "solution to nasty bug!"
# save again with commit message
hg export -o ../nasty.diff tip
# export the patch
# send ../nasty.diff via email
hg qpop # undo the application of the patch
# and remove the changes from the
# source tree
hg qnew doc_improvements # create an unrelated patch
# change doc sources...
hg qref -m "could not find myfav.m in the doc"
# save the changes into the patch
hg export -o ../doc.diff tip
# export the second patch
# send ../doc.diff tip via email
hg qpop
# discussion in the maintainers mailing list ...
hg qpush nasty_bug # apply the patch again
# change sources yet again ...
hg qref
hg export -o ../nasty2.diff tip
# send ../nasty2.diff via email