Render Passes were one of those things that gave me trouble when I first started compositing.  In the tutorial below I threw together an example of working with a multi-channel EXR file along with some of the new features in Nuke 7.

You can download a frame of the EXRs from this dropbox link:

https://dl.dropbox.com/u/2223645/JoeFace.0028.exr