Mike Plumley from our UA team has done a great job in producing some walkthrough screencasts of a Project Server 2007 farm installation and also configuration of OLAP. These follow TechNet articles but show you all the steps involved. They are available for download as wmv files.
- Installing Project Server 2007 (four parts)
- Using SQL Server 2005 Analysis Services with the Project Server 2007 Cube Building Service (two parts)
If anyone would prefer to stream these then let me know and we can get some links for you.