"You can learn everything via YouTube these days" - Anonymous quote ...
http://www.youtube.com/watch?v=5zk93CpKYhg&feature=related
Part 1 - This video tutorial guides the user through a manual
principal components analysis of some simple data. The goal is to
acquaint the viewer with the underlying concepts and terminology
associated with the PCA process. This will be helpful when the user
employs one of the "canned" R procedures to do PCA (e.g. princomp,
prcomp), which requires some knowledge of concepts such as loadings
and scores. You may download the R code used in this tutorial from
http://www.bimcore.emory.edu/BB_phys_stats_ex1.R
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