1. A method of coaching a user of a computer system running an application program, where the user manipulates the user's own data by performing various application program tasks, and where the computer system includes a display screen, the method comprising the steps of: providing a coaching program to be run on the computer system while the application program is running; activating the coaching program while the application program is running; under control of the coaching program, determining a next task the user wishes to perform in the application program; simultaneously displaying on the display screen application program instructions generated by the coaching program for performance of the next task and a user interface display generated by the application program, the user interface display having a working portion used by the user to perform the next task, with the application program instructions overlaying the user interface display without blocking the working portion of the user interface display and without interrupting the operation of the application program; and performing the next task in the application program by using the working portion of the user interface display while continuing to display the application program instructions so that the application program instructions displayed on the display screen during performance of the next task are readable to the user.