I'll take you through the basic step-by-step of making these, with a couple tips I've found that make it a little easier. The original recipe comes from Kraft Recipes.
To start, finely crush or chop about 3 dozen Oreos. I've made these with both regular and Double-Stuf, and the regular really do seem to work better. I also recommend using a food processor if you have one, because the finer you can get the crumbs, the better.
Next, add an 8-ounce package of cream cheese, softened at room temperature. This is another step that a food processor is very handy for. The resulting mixture may look (and feel) a little greasy and not very appetizing, but don't worry about it. If the mixture seems a little too "wet" you can toss in a couple more Oreos. It should be like a soft cookie dough
Next, like a couple cookie trays with wax paper and spoon the mixture out by tablespoon. Bonus points if you have a small cookie scoop. Refrigerate the truffles for at least an hour, if not longer (the longer the better, actually). If you didn't use a cookie scoop, you will need to roll them into neat balls, but I often skip this step because the scoop makes them pretty uniform as it is.
After the truffles have firmed up in the fridge, melt about 4 ounces of chocolate (the original recipe calls for semi-sweet, but you can use whatever you like).
Here's the messiest, trickiest part. To coat each truffle, carefully drop it into the chocolate, roll it around gently with a fork, and lift out, taking care to let the extra chocolate drizzle off. You can just put them back on wax paper, but you can fancy them up, like I did, by putting them into mini-cupcake cups.
My apologize for not having a shot of the dipping process. It's messy. A big tip on that step, however - if possible, unless your kitchen is on the cool side, keep the trays in the fridge and just take out four or five truffles at a time. Otherwise they can get a little mushy and are much harder to work with.
You can let the truffles set at room temperature or in the fridge. You'l know they're ready when the chocolate takes on a matte appearance. Then you can box them up to take to a party, or just eat them.