Building Block Assistance - Regression Model for S&P500

I am looking for a basic tutorial / guide on how to take a dataset of S&P500 data to forecast future prices.

I have done regression predictions for one future value but when I start thinking about time series, i'm not sure how to proceed.

Again, any basic step by step guide (link, article, etc) would be much appreciated.

Thank you,

Ben

 

Here you go.
http://robjhyndman.com/software/forecast/
http://gking.harvard.edu/zelig