Youtube has loads of good videos, I used two or three yesterday as I was doing binding on a baby quilt for the first time too. Just type 'quilt binding' or 'quilt binding finishing' or this to that effect. I found them very useful, and did all my mitred corners and joing the two end together easy peasy, with my laptop next to my sewing machine and watching and following with the video, pausing it while I did each bit step by step. I felt so happy as had been very nervous about doing it.
These are the ones I used: http://www.youtube.com/watch?v=Ot7Trk6J2Vw
http://www.youtube.com/watch?v=c85voeoj50Y
Good luck!