Oren just posted a link to a presentation that he and Hamilton did at JAOO, explaining Castle ActiveRecord and giving some basic examples of its use within an application, and also touching on some trickier aspects of using an ORM.
I cannot recommend this highly enough if you are interested in how an ORM can help your application, or how ActiveRecord can simplify NHibernate. Even if like me you have used ActiveRecord before I'm sure you will pick up some useful titbits from this presentation.