While I try not to do too much link spam in my blog, this link is worth it.
Ian Griffiths (of “Programming WPF” fame) has a great tutorial and explanation of the Visual State Manager. If you are trying to get your head around this and how it differs from the Beta 1 Storyboard TemplateParts, this is a great introduction. Unlike Scott Guthrie’s great introduction, Ian (as usual) digs deep into the XAML and code to explain what and why, not just how. I thoroughly recommend it.
I can’t vouch for his plug at the end as I am biased towards my own workshop ;)