I've decided to create a series of short screencasts on Castle and Monorail. This first one, Getting Started with Monorail, covers the bare essentials of getting your first project up and running.
http://colinramsay.co.uk/screencasts/1/
It shows downloading and installing the Castle MSI, creating a new Visual Studio project, and getting something up on the browser. It really is basic but it was a necessary introduction to the others which I plan on doing. Sorry for the poor sound quality during some sections, and do listen out for a greeting from my cat within the first few sections.
Next time round I plan on doing something practical with Monorail, including databinding, layouts, filters, and some of the built in helpers.