This is a pretty complex feature. I don't know of solutions off the top of my head but I haven't googled it. I would google for ASP.NET video chat and you may find something that could integrate. There are probably providers out there that offer it through their own servers but in a way that can make it look like part of your site.
Myself, if I wanted to do a live tutorial I would probably just use soemthing like this: http://get.live.com/betas/sharedview_betas where you can have a meeting with remote desktop sharing.
I think its much easier to do pre-recorded tutorials. In that case Camtasia is a good tool to capture and produce. It can output both the flash and the html.
Hope it helps,