Setup Jenkins and connect with GitHub

I just setup the build server Jenkins (locally) and successfully connected it to my GitHub projects.
It is actually pretty easy but there are ofc. always things you need to put your Google-search skills to use.

Here are some issues I had to deal with and how I solved them:

• I changed the default global security settings of Jenkins and while at it also checked the "prevent cross site request forgery exploits". Turns out that's a bad Idea if you want to use the GitHub service hook.
• When trying to run my build-script, Jenkins couldn't find the haxe-command to compile although I could run the script and Jenkins was running on the same machine. I checked Jenkins "System Informations" and found out that my environment variables where not set for the system-user of my OS Jenkins uses but only for the one I was logged on. Apparently there is a difference. 
•  Submodules are not cloned correctly by default and I had to add an additional build step to update the submodules. In order for them to work I had to change the submodule-url from git@ to https:// 
• PSExec is a useful tool to test your batch calls with the System-User Jenkins uses.

Terrible short and I guess no one will ever know what was going on, but I guess I rather post something than nothing at all. Maybe it will save myself some trouble sometime in the future. x)