The cross-platform tool Wink allows small (and big) animated tutorials to be made very easily (see VisualTutorials for more). You basically take a series of snapshots of a window/screen/rectangle (using the Pause key), then add text boxes and buttons and it outputs either a flash file, or a PDF / images as an alternative. If only it output SVG-tiny, now that would be cool!
To help you out, I have included the ControllingPopups wink project along with the buttons I used (I hope everyone can use 7zip format archives?). Just open it up as see how simple it all is. For the text I used 12pt Georgia, and I suppose we should all try to use the same:
I've just added the text box backgrounds, the Next/Previous/Restart buttons and the loading bar preloader: