Coursera has a nice course on Machine Learning[0] and the 4th and 5th week deal with Neural Networks specifically if anyone wants to learn more and get his hands dirty with octave/matlab code.
Yeah I'm doing that right now. I find it relatively easy, it's a good introduction course, gives a good overview, but you probably want to take a follow-up course that builds on top of that one to really get into ML. (I'm aiming for the Neural Networks course on Coursera, and then I want to look into decision trees and Bayesian networks)
[0] https://www.coursera.org/course/ml