Update, 1 Oct 2012: This post is largely obsolete, as Amazon recently added private streaming support to the CloudFront section of the AWS Console. The original post follows.
I'll just assume you're aware of the IaaS offering known as Amazon Web Services, AWS. CloudFront is a CDN in the AWS micropayments-as-you-go style, which offers the ability to serve non-public content stored in S3. This is a compendium of the things I learned setting up a private streaming distribution for use with PHP.
This is going to be fairly low-level, since I like to drink deeply of the systems I'm working with. I don't think AWS works smoothly enough yet that you can put the API on the "it's magic" side of the line.