Although quite technical, the following link provides understandable information on how the immune system works and what are believed to be the four main causative factors of auto-immune disease.
http://www.critterchat.net/immune.htm
Auto-immune Hemolytic Anemia
http://www.cloudnet.com/~jdickson
Addisons Disease (Hypoadrenocorticism)
Hypothyroidism
http://www.canismajor.com/dog/thyroid.html
http://www.peteducation.com/article.cfm?cls=2&cat=1597&articleid=449
Pemphigus
http://www.canismajor.com/dog/autoimmn.html#Skin
Systemic Lupus Erythemotosis (SLE)
http://www.canismajor.com/dog/autoimmn.html#SLE