are there any easy blogging hooks, for wizard mode?

I'd really love to create some inline videos for each page - the steps are incredible, but I would like to be able to have a thickbox video pop up so it goes like this:

- wizard mode
- step 1
--thickbox shows up, video plays with my mug,
--video ends, thickbox closes
--user plays around on the screen
--user clicks next step
-step 2....

I would be happy to work on it like a plugin, i'm just looking for some docs about how the wizard works/how is a wizard mode admin page different than a regular admin page?