Alright, there are what I call well-designed tutorial websites (these are easy to navigate around in and don't require you to actually spend all day there for fear you won't be able to find your way back to the part of the tutorial you are at), and there are the others.
Don't be one of the others
Simple to do, really.
Instead of making an index page with links to your other pages, and having each page link to the next page/etc, sometimes where the only links to some pages are if you happen to click on a certain word somewhere in the tutorial (the bad way), simply put everything on ONE html page, no matter how ridiculously long or large the file will be (as the user is gonna read it all anyway, right? ...and it will cache on his computer once viewed once, right?

), and simply have your table of contents at the very top, and have each link point to the other places further on down the page
Also, in case the user finds your linkage system difficult or just doesn't like linkage systems, he/she may simply read straight through to the bottom, remembering the name of the last place stopped at.
Also, be sure to make your headings for each jump spot be very large and bold!!! ....use the largest font reasonable, so they are easy to spot and good "stopping places".
Oh yeah.....one more thing! ....unless your specific type of tutorial just REQUIRES visual or musical demonstrations and/or user interaction (for example, a tutorial site on learning music might have a useful Java applet for this purpose), then please don't use any Shockwave, Javascript (unless it is server-side), or Java. (I think it goes without saying not to use VBScript or any Internet Explorer-specific tags/features)
Having pictures every now and then is okay, and in fact can help.
Well, this is my personal advice. If anyone would want to "I second that", etc.....feel free to