We jumped ahead to include PeterThiel, back in order next week.
Via Y Combinator's Sam Altman:
Lecture 4: Building Product, Talking to Users, and Growing
Annotated transcript
Previously:
Y Combinator's Online Stanford Class: "How to Start a Start-up"--Lecture One 
Y Combinator's Online Stanford Class: "How to Start a Start-up"--Lecture Two  
Paul Graham at Y Combinator's Online Stanford Class: How to Start a Startup-Lecture 3 
Peter Thiel at Y Combinator's Online Stanford Class: How to Start a Startup-Lecture 5