From TutsWall.com there's a recent tutorial (pretty brief) about getting started with CodeIgniter.

Developing web application from scratch is always a painful task. This where frameworks comes to help us, but learning frameworks will at-least take some decent learning curve. But there are some frameworks that is very easy and fun to learn and develop applications and CodeIgniter is of of them.

They cover the download of the framework, ensuring it's working by hitting the main page and creating a simple controller and view to show you where some of the pieces go.