Newbie needs place to start

I am totally new to the BI world. I was just wondering where I should start to begin setting up a BI solution. I started trying to go through the Microsoft Anaylsis Services tutorial line for line in the MSDN website. I couldn't get the sample solution to work quite right. Should I be starting somewhere more simple to start. Please help, so far it looks a bit overwelming, especially with the terminology and examples I have seen so far from various sites about BI and Data Mining.

I think the virtual labs are a great place to start.

http://msdn2.microsoft.com/en-us/virtuallabs/aa740409.aspx

Each lab is 20 minutes and gives an overview of one or two technologies. Together they cover the whole BI space, and they all follow similar themes, so learning from one can work with another. Subjects include:

Business Intelligence: Building Integrated BI Solutions Leveraging SQL 2005 and Office 2007 Servers Business Intelligence: Using Business Scorecard Manager 2005 and ProClarity for Performance Management Business Intelligence: Excel 2007 PivotTables and Analysis Services Business Intelligence: Report Builder Business Intelligence: Integration Services Business Intelligence: Service Analysis Business Intelligence: Data Mining Business Intelligence: Business Scorecard Manager