This 9:07 minute video covers one of the new features of Biztalk 2006, Recoverable Interchange Processing. This is the ability to fail a single message inside an interchange without failing the whole interchange. This works with both the Xml Disassembler and the Flat File Disassembler.
This video was made for BizTalk 2004 but should still be relevant for BizTalk 2006 and BizTalk 2006 R2.
Downloading the related sample files might also be helpful. They can be found here: http://www.biztalkgurus.com/files/folders/biztalk_2006_samples/entry15565.aspx
Live Play (no need to download the file) of this video is available here: http://www.biztalkgurus.com/liveplay/recinterchange/Recoverable_Interchange_Video.aspx