Lucia: You didn't ask, but make sure you have a quiet room and good mics – I've been hosed on audio in this kind of situation before. As for lighting, you won't be shining a light on the background if you're trying to achieve the look of the erol morris link. You only light a backdrop if you're trying to create texture or a pattern. You need to read up on the three point lighting technique, or better yet, practice in your living room with a real person.
Jamie: I found this training video from Creative Cow usefull.