Chris Scott has 3 great tutorials on using AOP with ColdSpring. The best way to get to these is via his blog, look under Sept (intro), Oct (Part I) and Nov (Part II) 2005 archives. I'm going to attempt to explain the concept here in my own words here for the benefit of my own and your understanding (Matt Williams).
AOP seems intimidating at first. It stands for Aspect Oriented Programming and is a capability of the ColdSpring framework. The terminology is more confusing than what it actually does. The idea of AOP is to intercept a method that is called and do 'something' either before, after or around the method. The 'something' can be logging data, testing data for particular values, or whatever.
This is most useful when you have 'something' that needs to happen in many places in your application. Instead of repeating the same code in each method to do that 'something', you create an object that can handle the 'something'. To use the code in this object, you tell ColdSpring that a specific method (or methods) should be intercepted so the object can do its 'something' code.
Let's put some terminology to it all... The idea of needing to put some code in many places of your application is called Crosscutting. The object that encapsulates that 'something' is called an Aspect. There is another object that controls whether the Aspect code takes place before, after or around the intercepted method. This object is called the Advisor. The Advisor will extend one of three advice objects included with ColdSpring that correspond to doing 'something' before, after or around a method. The object that has the method you wish to intercept is called the Target. The Target does not have any code related to the Aspect or the Advisor and it should be able to function on its own.
To implement all of this, you define your Aspect, Advisor and Target in the ColdSpring.xml configuration file. You also set a couple of other beans in there that tell the ColdSpring framework what methods to intercept and what Advisors will intercept it (you can have more than one). One of these is a Proxy bean. The Proxy bean can be confusing at first, but it simply pretends to be the Target bean. You do not have to create a Proxy object, just define it in the XML file. The 3 types of advice (before, after, and around) each have different capabilities and should be understood when picking the one to use. Chris does a great job of explaining these in his tutorials.
I will leave the specifics of implementing AOP in ColdSpring to Chris' blog tutorials, but hopefully this gives you a bit of an understanding.