Note: This series is quite old. There may be some value in it so I’m going to leave it up. However, I recommend that you check out the new CodeIgniter series at http://vimeo.com/27002602
This screencast begins a series with the goal of documenting the development of a functionally complete site using PHP with the CodeIgniter framework and jQuery for Javascript UI improvements including AJAX interactions.
This video briefly covers the establishment of a local development environment and the configuration of CodeIgniter.
More screencasts can be found at http://heybigname.com