If you are familiar with OpenCV library, you know what Haar Cascade image object detection is. By image object detection I mean, like human face detection or something else.
This might be helpful
http://opencvuser.blogspot.in/2011/08/creating-haar-cascade-classifier-aka.html
I think this might be helpful:
http://note.sonots.com/SciSoftware/haartraining.html
If you are interested to detect simple IR light blob through haar cascade, it will be very odd to do. Because simple IR blob does not have enough features to be trained through opencv like other objects (face, eyes,nose etc). Because IR is just a simple light having only one feature of brightness in my point of view. But if you want to learn how to train a classifier following link will help you alot.
http://note.sonots.com/SciSoftware/haartraining.html
And if you just want to detect IR blob, then you have two more possibilities, one is you go for DIP algorithms to detect bright region and the other one which I recommend you is you can use an IR cam which just pass the IR blob and you can detect easily the IR blob by using opencv blob functiuons. If you think an IR cam is expansive, you can make simple webcam to an IR cam by removing IR blocker (if any) and add visible light blocker i.e negative film, floppy material or any other. You can check the following link to convert simple webcam to IR cam.
http://www.metacafe.com/watch/385098/transform_your_webcam_into_an_infrared_cam/
How to create CascadeClassifier :