Just 'Hello World' on a page? That's hardly an application. Don't you want to use models (= database tables) and all that good stuff?
The Booklink tutorial is a good starter (see Docs), and if it's hard to get your head around the MVC concept: download the screencast and watch it several times (that's what I did) until you get the hang of it.
I could write out detailed steps for how to get to 'Hello world'.. but half of it (installation) is already described in the Booklink tutorial and you wouldn't even use 1 database table.. which is a bit of a shame after having to set up a database.
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