Thanks Daniel - I'm glad you enjoyed it.
The settings page is an Application Page deployed to the layouts folder and the link appears in the Site Settings because the features registers a custom action.
These topics are discussed in the SharePoint SDK: Custom Actions (http://msdn.microsoft.com/en-us/library/ms465980) and Application Pages (http://msdn.microsoft.com/en-us/library/aa979592).
As the application page is just an ASP.Net page, you can write code using the Object Model and get it to do anything you like. In the override CSS example, the code finds the Site Collections Style Library and queries for all the CSS documents in a special folder there. This is presented in the Application Page and the results are stored in the AllProperties bucket on the current Site (http://msdn.microsoft.com/en-us/library/microsoft.sharepoint.spweb.allproperties). There's then a custom control in the Master Page that looks for this settings and loads the override CSS when required.
Hope this helps,
Mark