Hi Sam,
I don't think I've seen an AS4 tutorial for shopping. Since shopping mostly returns XML maybe there is an XML web service tutorial that would be able to use with the shopping API. That majority of the work for this API is constructing a URL to call to get the results you want and then parsing the returned XML into a data structure Flash can deal with.
Let me know if you have any specific questions and I can answer those.
Thanks,
Tom
Yahoo! Developer Network