I did this a long while ago and haven't touched it for a while, so I am a bit rusty. But take a look at this post and if you have questions, I will try to answer.
http://forum.thegamecreators.com/?m=forum_view&t=110156&b=8
The primary difference in supervised learning versus unsupervised learning is whether someone is involved in guiding the ANN's education. The first learning algorithm was a program to play checkers, in which the programmer played against the computer enough times until the program could beat the programmer. This is an example of supervised learning. Alternatively, if the programmer had set the checkers program against a clone of itself, that would be unsupervised learning.
Supervised Learning
Benefits: The programmer / user can guide the AI to a desired behavior.
Disadvantages: Supervised learning is very slow, and often the results are very narrow (limited). For example, the checkers program may have learned to beat the programer at checkers, it may not have known how to win against anyone else (even a novice).
Unsupervised Learning
Benefits: The AI learns much faster. If unpredictable results are desired, then unsupervised learning can achieve this goal.
Disadvantages: The wide spectrum of possible outcomes of unsupervised learning may result in undesired behaviors, or behaviors that are not widely recognized as "intelligent." Unsupervised learning can also get stuck in a loop or it can go down a dead-end evolutionary path.