Mike Laverick has done a great work here. The videos and demosa are just superb. They give you a high level view of vSphere 4.0 setup from scratch. Here is a small exhibit:
Chapter01: Part 01: Install ESX4 Classic
This video covers how to install ESX4 “Classic” to local storage. I begin by stopping access to external storage such as fibre-channel SAN by disabling the PCI cards.
Chapter01: Part 02: Create a VM and Install Windows/VMware Tools
This videos covers how to install a VM on local storage, and how to upload an .ISO image. This “master VM” will become the basis of my first 3 primary VMs – a domain controller, a MS SQL 2005 and vCenter.
Chapter01: Part 03: Clone a VM from the Command-Line
I recommend you to visit rtfm-ed.co.uk for the complete post!