There are some good vids on YouTube too - the ones by the Chess Network are especially good IMO, he explains nearly every move.
Links to Free chess videos, etc..

Yea, I agree on the YouTube bit - there are quite a few places out there where vids can be viewed for cheap/free.
http://www.associatedcontent.com/article/904029/chess_video_lectures_are_they_for_you.html?cat=19
This is a great blog, where a chess lover has gathered links to all things chess that are free on the internet: articles, diagram generators, pgn files, videos, databases, e-books, etc...
http://bishopsbounty.blogspot.com/
It is definitely worth checking out.