[MSDN link] Video of Profiling Managed Code with the CLR Profiler
Here it is:
http://msdn.microsoft.com/msdntv/episode.aspx?xml=episodes/en/20030729CLRGN/manifest.xml
Not sure how I feel about videos. Personally, I just want to dip into the Profiler and play around with it. I think a Web page with some docs is more accessible than a 16 minute video...