I stumbled across the following pages on MSDN that provide step-by-step introduction to the basics of extending Team Foundation Server.

[UPDATE 8/29/06]  Unfortunately, all of the links originally pointed to the same page, and I've now fixed them.  I didn't notice at the time that clicking on different links on that section of the msdn tree doesn't change the URL in the browser, so I copied the same one every time.  Thanks, Tom, for letting me know!