To help you get started with the MVVM Light Toolkit V1.1.1, I published two new articles:

• Creating a new MVVM Light application in Visual Studio
  This article will show you how to use Visual Studio to create a brand new MVVM Light application in Windows Presentation Foundation and in Silverlight.
• Understanding the MVVM Light application sample
  When you create a new MVVM Light application, the application can be run and serves as a sample. This post helps you to understand the various components and layers in the MVVM Light application, and how they interact together.

Of course, before you read these two articles, you should probably check the Get Started page and the Installation instructions.

Happy coding!