Jeremy has a good, "article length" post covering the salient points of Dependency Injection using a realistic example of wanting to be able to unit test an MVP (model-view-presenter) solution, and includes some good links as well.

Definitely worth a read if you're new to the idea, or like me need reminding every now and again of what some of these slightly over-hyped terms really mean. As the PicoContainer team apparently put it:

I was expecting a paradigm shift and all I got was a lousy constructor function