I slapped together a video presentation on setting up a Linux tunnel behind a firewall that passes Protocol41:http://www.youtube.com/watch?v=4o7sk97mItM
Full resolution version here: http://broquea.corp.he.net/videos/tutorial.ogv
(Ogg/Vorbis/Theora, used recordMyDesktop under Linux)
I'm working on some for MacOS X & Vista/XP, and will post them in the respective forum topics.
[EDIT] - Thanks e164, I had nuked the .htaccess fixing that by accident, and it is back in place now.