I dont know about any walkthroughs, but I would recommend some reading.  Mastering Windows 2000 Server by Mark Minasi (I believe the 4th edition is the newest) has a HUGE section on Win2k DNS.
It is one of the most complete Win2k DNS guides I've seen, and it makes the price of the book (about 50 bucks) worth it, even if you dont read anything else (but you should, since the rest of the book is as equally kick-ass).
Even if you dont want to shell out for the book, just read through it in the bookstore--you'll get a lot of good info.