You actually really, really enjoy hearing a detailed, technical explanation (given by a developer) of the most complex data mining algorithm available in SQL Server 2005 Data Mining -Microsoft Neural Networks.

The MSDN docs say "The Microsoft Neural Network algorithm uses a Multilayer Perceptron network, also called a Back-Propagated Delta Rule network, composed of up to three layers of neurons, or perceptrons. These layers are an input layer, an optional hidden layer, and an output layer. In a Multilayer Perceptron network, each neuron receives one or more inputs and produces one or more identical outputs. Each output is a simple non-linear function of the sum of the inputs to the neuron. Inputs only pass forward from nodes in the input layer to nodes in the hidden layer, and then finally they pass to the output layer; there are no connections between neurons within a layer."

This explanation is actually LESS technical that the one I had the pleasure of listening to during a chalk talk at the BI conference in Seattle today.  My brain was well fed and I am a happy geek!

Link to Microsoft Neural Network Algorithm (SSAS)