An overview of the Samples toolbox
Prior to the ArcGIS 10 release, the Samples toolbox was included with ArcGIS. This toolbox contained a small collection of sample model and script tools. At the same time 10 was being developed, the Geoprocessing Resource Center was created, which contains the Model and Script Tool gallery. The Model and Script Tool gallery contains many more tools and samples than the Samples toolbox ever could and is a far more effective delivery mechanism for sample tools. If you visit the Model and Script Tool gallery, you may find the exact tool you need, probably written by a user in your field of work. You can download these scripts and models, modify them, use them in your day-to-day work, and learn from them.
You can find full documentation for the Samples toolbox in the ArcGIS 9.3 Web help at http://webhelp.esri.com/arcgisdesktop/9.3/index.cfm?TopicName=An_overview_of_the_Samples_toolbox.
Technically, the tools in the Samples toolbox have been deprecated. They are still installed with ArcGIS so that any existing script or model tools you developed before 10 continue to work.