I was browsing a few videos from the securitytube.net when i came across these nice and neat videos that describe how sql injection really work .
i would recommend you all to definitely have a look at it . These are 4 short videos that will aid you understand how sql injection is implemented .
1. SQL Injection Basics Demonstration Part 1:
2. SQL Injection Basics Demonstration Part 2:
3. SQL Injection Basics Demonstration Part 3:
4. SQL Injection Signature Evasion Demonstration:
5. Blindfolded SQL Injection Demonstration: