I know a few folks have pinged me on this, but my demo site is currently down. Things have been a little tight lately and I have had to cut back on spending where I could. I will have it back up ASAP.
Update 3/3/2011: This information is now a little dated. If you would like to see the updated content, cruise over the the Railo Wiki for the updated instructions.
Installing Railo and Nginx is fairly straight forward. Here we will cover a quick and easy single host installation and setup the configuration files.