If you need to set up AIF to exchange data in Dynamics AX, or if you're just thinking about it, there are now two AIF white papers available that step you through the process of configuring AIF and exchanging data.

The first white paper covers configuring AIF for data exchange using the file system adapter, the MSMQ adapter, the outbound Web services adapter or synchronous Web services.

There's also a white paper on configuring the AIF BizTalk adapter. Note that the BizTalk adapter was released in Dynamics AX 4.0 SP1, so you'll need that version to use the adapter.