Here are some tutorials I've made for Blender 3d, the open source 3d-software.
Lightning tutorial with Blender 2.45 particles and curve guides
Hair tutorial with Blender 2.46 particles
The thesis I made about volumetric clouds in Blender (in Finnish)
Volumetric clouds introduction video tutorial (vimeo)
Volumetric clouds - daytime clouds video tutorial (vimeo)