pop-up tour/bubble step-by-step plugin guide

Hey All,

I was wondering if anyone out there knew how to create those little pop-up guides that we are starting to see some popular plugins have… you know like Yoast’s SEO plugin (sorry i couldn’t think of wpmudev one) – when you first activate that plugin, it presents the admin user with a little bubble like message with a couple sentances on what you should do next to configure the plugin properly – with a next button at the end that takes you to the next step.

I think it’s great for folks who have never used the plugin before… any one out there know of a tutorial of specific wordpress docs on this?