Basic example of creating MY_Form_validation?

[eluser]Unknown[/eluser]
Can someone give me a basic example of the MY_Form_validation extension.

$this->form_validation->set_rules('financing', 'Financing Option', 'required|financing_test');
^^In my controller but it does no seem to find financing_test which is in MY_Form_validation. I think I am missing something in my controller that helps get to the function.