There's a tutorial CD put out by Mad For Trad, though their website http://www.madfortrad.com seems to be down at the moment. But it's available from various online sources if you google around. More info here:

http://www.claddaghrecords.com/www/product.asp?pID=1466

http://www.dervish.ie/tutorials_files/bodhran.htm

http://www.drumdojo.com/bodhran_torpey.htm