Any tutorial for CPU Mining ? I just can't figure out how to do it 
Well, here's a start:
http://forum.max-coin.net/index.php/topic,3.0.html
I dunno about it not being worth it to CPU mine...in 3 days of CPU mining on my i5 3570k at 4GHz I've picked up 2 MAX. Not a lot, but better than a poke in the eye with a sharp stick! It has an onboard Intel graphics chip and won't accept an ATi video card. After I get rich mining with this 260X on this Phenom IIx4 945 rig (6-year-old HP Pavilion), I'll buy an nVidia for the 3570k rig.
Sorry, little off topic but why do you think it does not accept AMD card but Nvidia will work?
Actually I don't know that an nVidia will work. I tried this r7 260X on it first and it gave no display. The BIOS has no provision for specifying a primary video adapter, so maybe an nVidia won't work either. It's an Asus P8H77-I --a micro-ATX form factor with integrated Intel graphics. Cheap enough that if an nVidia won't work either, then I'll just go buy a new motherboard.