We got a query through the blog email about how to get started writing connectors and I've heard of a few other requests for this type of information. For starters, take a look at this MSDN topic on creating connectors:
http://msdn2.microsoft.com/en-us/library/bb437511.aspx

You can also find a good quick start for connectors document over at Jakub's blog, here:
http://blogs.msdn.com/jakuboleksy/archive/2008/01/09/scom-connector-quickstart-guide.aspx

-Jonobie