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The tutorial will review the mechanisms of nonlinear wavelength conversion, pulse delivery and pulse compression in fibres in general, and will consider the practical implementation in photonic crystal fibres (PCFs). Chromatic dispersion in fibres is a key parameter which must be tuned to achieve the desired nonlinear effects. It is control of dispersion that allows some relatively old and well understood physics to give new and surprising light sources. The particular benefits of PCF for dispersion control in the visible and near-infrared will be discussed to show the regions where PCFs or step index fibres are appropriate for nonlinear optics. Wavelength conversion by four-wave mixing and supercontinuum generation will be considered in detail, with particular reference to the limits to the short and long wavelengths achievable by these processes. The current status of high energy ultrashort pulse compression and delivery in hollow-core PCF will be presented.