Lambda the Ultimate

If you read between the lines (even if you don't) in Don Syme's blog post (near the end) he talks about DLinq and the use of quotation, abstract syntax and stuff like that.

In the C# 3.0 spec the Expression trees (26.8) are slipped in right at the end with the promise of another specification to describe them.

What is a monad, why should I use it, and when is it appropriate?

Can anyone answer this in a post without showing code? And if possible, relate it to OO concepts like classes and delegates.