I came across a fairly extensive free ebook (PDF) titled: "Install Your Own Scripts" by Michael Ambrosio. It's step-by-step practice with screen shots for installing 3 scripts and uploading them to hosting.

Script 1 - Installing a Guestbook script.
Script 2 - Doing a CRON job.
Script 3 - Script for setting up your own affiliate program.

It's a great starting point, I think.

I will post my learning experience here so others may benefit too.

Jim