Erwin van der Valk and I have worked up a four part web cast on building a Prism application. The first of these has been posted to Channel 9, you can find it here.
We kept these intentionally short, about 10-20 minutes, and centered around a single topic. Our hope is this lets you quickly get through some key concepts or pick up where you would like to in the series. The various parts will include creating modules, creating shells and views, UI composition, and services.
If there are other things you'd like to see webcasts on, please leave a request as a comment.