There are some great introductory articles to the Blender smoke simulator. One good one to start with is an article by Miikahweb on creating fire in Blender 2.5:
http://www.miikahweb.com/en/articles/blenderfire
This is an older reference, so it does not mention new developments such as adaptive domain and the new fire emitter option, but it is a useful intro if you are unfamiliar with the smoke simulator. Miikahweb also helps develop the smoke simulator and keeps his blog up to date with new features and demos, so you may want to keep an eye on that as well.
http://www.miikahweb.com/en/articles/blenderfire
This is an older reference, so it does not mention new developments such as adaptive domain and the new fire emitter option, but it is a useful intro if you are unfamiliar with the smoke simulator. Miikahweb also helps develop the smoke simulator and keeps his blog up to date with new features and demos, so you may want to keep an eye on that as well.