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I either write up the instructions with screenshots and save it to our SharePoint How-To page or make a video of it and save it to a personal YouTube page.
I find that a lot of people appreciate the video demo.
TechSmith's SnagIt and Camtasia are great tools for these tasks.
Remoting in to their desktop and showing them is also helpful.
I have just started playing around with GoToMeeting for internal training too. It's pretty cool.