A little guide I found that you will need to follow before you can do the fuzzing tutorial which will post later (its in video fourm so I need to find a place that accepts .ogv files hehe. Not too many places that do that though so might have to convert it)
Here you go:
https://github.com/OpenRCE/sulley/wiki/Windows-Installation
If you need a Windows XP box, you get one from following the steps mentioned in Offensive Security's Metasploit Unleashed course here:
http://www.offensive-security.com/metasploit-unleashed/Windows_XP_SP2_Setup
or just go torrent some random edition. Your choice. I don't care but you pay for what you get.
The tutorial should be up shortly :D