Hilary Mason has a longer introduction to machine learning video using web data, however, it isn't free.

http://shop.oreilly.com/product/0636920017493.do

For a quick overview of some machine learning fundamentals, you could check out Hilary Mason's "An Introduction to Machine Learning with Web Data" (http://shop.oreilly.com/product/0636920017493.do) videos. They cover classification & clustering, with theory and a quick intro to some relevant Python libraries.

For your purposes, one potential use could be combing through lots of financial data for transactions that look unusual. (Another very common use for classification is spam filtering.)

Hilary Mason's machine learning video is good:

http://oreilly.com/catalog/0636920017493

It's more of a primer, but it seems like most of the other material assumes that you're already a practitioner. It does have enough depth to actually be somewhat proficient after watching it.