How to Use the Particle System

I have been trying to learn the particle effect system. I know many people use it, and it works, but due to the lack of explanation in the manual, I really can’t get a handle on it. I can write code that runs, but absolutely nothing special happens, and that’s very bothersome. I’ve tried looking at the sample programs (one of which runs with bugs, the other not at all) and at other people’s code, and I just don’t get it.

On another note, I know some of you write your own particle effects systems, and I think I could handle that, if only I understood how they work.

Thanks all.