It's simple.
SITUATION #1
I attack you with a 3/3 creature with double strike.
You block with a 4/2 creature.
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A creature with double strike deals first strike damage, then normal combat damage.
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In the above situation, the 3/3 would first deal 3 points of first strike damage to the 4/2, which would kill it. It would then try to deal 3 more points of normal combat damage, but couldn't.
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SITUATION #2
I attack you with a 3/3 creature with double strike.
You block with a 2/4 creature with first strike.
In the above situation, the 3/3 would deal 3 points of first strike damage to the 2/4 and the 2/4 would deal 2 points of first strike damage to the 3/3, killing neither.
Then the 3/3 would deal 3 more points of normal combat damage to the 2/4, for a total of 6, killing it.
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SITUATION #3
I attack you with a 3/3 creature with double strike.
You don't block.
In the above situation, the 3/3 deals 3 points of first strike damage to you. It then deals 3 points of normal combat damage to you, for a total of 6 points.