OK, I finally got over to one of my machines with a VM and watched the video. For those for who also had difficulties, and are new to mercurial, here some pointer. Anything marked with '**' I found here without the video tutorial.
* After installing (Visual|Tortoise)Hg When you create a new project, you need to go into the solution directory (not the project directory), right click on the background, and create a new Hg repository (TortoiseHG -> Create Repository Here).
** In Visual Studios, set your source management tool to Mercurial.
* Mercurial keeps the entire change history on your machine, so when you "commit", you are commiting to a local store. You need to initially commit (right click on your solution in Solution explorer)>
* Right click on your solution, and commit under the Hg menu. You will need to select the files that you want to add the first time.
* To get your url, go to the source code page of your Codeplex project and click the 'Mercurial' link on the right.
* Once you've commited your changes, right click on the right click on your solution and synchronize under the Hg menu. A drop down menu will have things like 'local', 'http' and 'https' in it. You can leave this as local, and paste the URL in. The application
is smart enough to realize this is a URL and not a local store.
* You can click the save icon to the right to save this as your default
* One of the buttons has a push or upload tooltip. This will send your data to the server. Click that button and wait for the Hg applet it to finish processing (note the status text at the bottom).