This section aims to show how to use MCMCMS to perform Bayesian inference using very simple examples: the goal here is entirely pedagogic and so unrealistically simple examples are used. Real examples of using MCMCMS can be found in Section 6. All the files needed to run the examples described in this tutorial can be found in the tutorial directory of the MCMCMS distribution. The output files which running these examples should give you can be found in the file tutorial_out.tgz which is available from the MCMCMS webpage: http://www.cs.york.ac.uk/~nicos/sware/slps/mcmcms/.