In this example, we will make the website slashdot.org appear on the Rendezvous browser in Safari.
When launched Rendezvous Proxy will place itself in the status bar (near the clock). You can determine which is Rendezvous Proxy by its use of § as it's title in the status bar.

In this screenshot, Rendezvous Proxy is the item to the left of the iChat Balloon.
Select "Preferences..." from the Rendezvous Proxy menu (§). This will open a new window:

Clicking "Add Host" will cause a new window to open:

When completed, your screen should look like:

Doing this make take a few seconds to process. If you left any of the text fields blank, Rendezvous Proxy will beep at you, and highlight the text field in red to indicate the error.
Once complete, the "Add New Host" window should disappear, and you should be presented with the "Rendezvous Proxy Preferences" window, with your newly added host:

Launch Safari. Once loaded, select "Show All Bookmarks" from the "Bookmarks" menu in Safari. From here, click the "Rendezvous" item in the "Collections" table. Our newly added host should appear in the bookmark window:

That's how easy it was to add a new http rendezvous entry. You can now double click on the 'slashdot' icon in Safari, and be whisked away to slashdot.org's website.
Okay, so the first example was boring. This one is a lot more useful. It is assumed you have completed the first example. It is also assumed you are the owner of the iTunes host, and are attempting to connect to it from a remote location (i.e. work). If this is not the case, I'm afraid this will not work for you.
For reference, this is what my screen looks like:

Once iTunes has launched, your newly created Rendezvous item should appear in the "Source" table:

From here, select the playlist (in this example, "My Home Music") and be connected to the iTunes v4.0.1 host (that resides on a completely different subnet!)
If you find yourself saying this in regards to the iTunes example, I'll try to address the most common problem. In iTunes v4.0.1 a restriction had been added to prevent users from accessing playlists on machines outside of their local network (subnet). This was implemented in two ways:
The steps detailed in Example 2 show how to circumvent item #1 above. However, depending on your Internet connection, step #2 may cause problems. And again, it is assumed you are the owner of the iTunes host.
There are most likely two ways you have your Macintosh connected to the Internet.
If you're in Case #1, the solution is easy. On your router/firewall, enable port forwarding. Forward all external requests to port 3689, to your Macintosh on port 3689. Once you do this, and complete example #2 (on your office computer), everything should work flawlessly for you.
If you're in Case #2, it's slightly more complicated. You will need to enable port forwarding, from an arbitrary port such as 3690, to port 3689 on the same machine. Then repeat the steps in Example 2, but instead of entering 3689 in the "Port Number" text field, enter 3690. TODO: Describe how to use /sbin/ipfw to do the port forwarding