Mike Plumley here on our team has just come up with some awesome high quality videos that walk through a Project Server 2007 farm installation as well as the configuration of the Project Server 2007 Cube Building Service.
You can download these videos from the Microsoft download center here:
Please comment and let us know what you think. You can also email Mike directly at firstname.lastname@example.org with any comments or requests for future topics.
Here are a couple screenshots: