First, let me say that this is the MonoTouch team's "Hello World" code. I'm still trying to figure this whole MonoTouch thing out, so I've given @redth's YouTube screencast a try, and posted my own screenshots (even though they look a lot like these)...
Massive thanks for @redth for the screencast - hopefully I'll be posting something of my own creation very soon. It made a lot more sense (more quickly) than reading.
Anyway, here's the quick links:
0. Read "Hello World" on the MonoTouch official site
1. Watch @redth's screencast
2. Check out my screenshots
Here are a couple of them...