Eric Mork has a great tutorial on creating Behaviors in Blend.
Behaviors are a new feature in Blend/Silverlight 3 and WPF. They allow designers to handle user interactions in XAML, and they also provide a clean division of concerns. Unfortunately, in the Blend 3 Preview, there aren't any behaviors included. This guide shows you how to write a behavior from scratch and also gives a look at a great new behavior written by Laurent Bugnion.