This is more of a technique question than theory, but I'll try my best. If you want a more comprehensive answer, try posting in the Technique and Style forum.

Sweep picking is, for me, the hardest thing on guitar. It basically has to do with playing across the strings using a sweeping motion instead of actually picking each individual string. It usually involves playing some sort of arpeggio. Search the tricks and you'll find tons of sweeping patterns to practice.

BTW, on a side note, you might actually want to learn some theory. It will do wonders for your playing.