Note: I filed this under 'core' because the component in Jira for 'github' doesn't seem to exist, despite the wiki page querying it.
I set up "Trigger a build when a change is pushed to GitHub". It creates the URL, etc. correctly on github.
However, if I click "test" I get this error message in my tomcat log:
==> catalina.out <==
Jul 8, 2011 12:17:04 PM hudson.security.csrf.CrumbFilter doFilter
WARNING: No valid crumb was included in request for /jenkins/github-webhook/. Returning 403.
Even though I have pushed changes, no builds have been triggered.