The arduino homePage links to tutorials that introduce the switch as an INput that sends a signal to the arduino which you can then program to affect an OUTput such as the led.
The pushbotton and the button
Limor Fried's tutorial # 5 introduces the switch as an INput into the arduino. She provides the basics that will help you to successfully include a switch and provides as much technical background as well.
IN + OUT
These Make videos guide you through the process of combining the IN [led] and Out [pushbutton switch.
Here is one more tutorial on switches that Emily found.
It's great because it's easy to see the wiring, and if you want to use something besides a push-button, it's easy to convert. Just imagine pulling the push-button out, then plug wires into the holes on the right side (top and bottom) where the switch is plugged in now. You can use these two wires to connect to whatever switch you want.