I'm pleased to announce that not only have I finally had time to create a new video, but it is the first to cover MDX. There will actually be several introductory MDX videos due to its scope and complexity. This video discusses what MDX is, why it's necessary, and then covers some of the high-level concepts. You'll learn about tuples and sets, and then see several simple queries in action. The video runs 27.5 minutes.
This video, along with all others, can be found on the Videos page of the site.