In his latest After Effects tutorial, Adam Everett Miller from AE Tuts shows how to attach the particle emitter (producer) in AE's built-in CC Particle World filter to a null for additional control, if you don't have the Trapcode Particular plug-in.
You also may want to look at various tutorials by Video Copilot (here's a free After Effects project) since information on PW is a bit thin at Adobe and Cycore.
To see more of what Particle World can do, download the CycoreFX Particle World Demo. It's a poor man's version of Brian Maffitt's old demo in that you have to render each comp separately and read along with the PDF. Cycore also offers a project that shows how to link After Effects 3D coordinates to Particle World 3D coordinates using expressions.