Martin,
I'll do a step by step.
I cant stop what I'm working on now though, or I'll get distracted again and never finish. I'll be done with it at the end of this week and will do a quick start tut then.
But in the mean time, if you like, I will post some video tuts for mudbox that will/should help with that end of things. I suspect thats what you asking about ?(making the vector map/setting up the plane?)... And some other things as well.
Tweaking any nodes in terragen is your domain, and I hope that likewise, you will post info on that part of it too! Once you get going on this I mean.
I have to take my son to the park right now, but when I get home I will make a list of video tutorials on mudbox that relate directly to this subject, and post them here.