How exactly are you holding the pick wrong? Hold it relaxed, but still tight, and start playing the riffs slow at first. Try holding the pick in an angle, like when you're sliding the pick down the neck and doing the "scratch" sound, but not in that sahrp angle. It's hard to explain

I'm practising that kind of riffs now (but not Linkin Park, that's for sure...sorry :D), mostly Metallica riffs like Battery or Whiplash