Here are a few links that you may find useful:

Overview: http://msdn.microsoft.com/en-us/library/dd199554.aspx
Step-by-Step walkthrough: http://dev.live.com/liveframework/liveframeworksdkwalkthroughs.zip
User Experience: http://msdn.microsoft.com/en-us/library/dd137364.aspx
Getting Started Guide: http://social.msdn.microsoft.com/Forums/en-US/liveframework/thread/534719b4-4965-4d73-a18b-59c10f74e457  This link describes how to download the SDK package which includes sample applications.

Enjoy coding:-)