Note: Currently there only about 20+ MSKB articles that support this feature, although I hope more will be added soon. Look for the following icon: in the search results to find articles that contain this feature.If you're an advanced user, this feature will not be too helpful. These tutorials are targeted at the novice user who wants some one to show them what to do, and how to do it. Although if you know someone who can benefit from this feature, I would email them the link to the article.
When you find an MSKB article that contains the Guided Help feature. All you have to do is download the program from the article and then execute it. After accepting the licensing agreement, the program will give you screen clues on what to do and what to click.
For more information about Guided Help check out this MSKB page.