To do this, just hold your plectrum really tight, with only about 2mm sticking out, then as you pick, touch your thumb on the string...if you understand me...if not, look in this forum, on this techniques and style folder thing, I think there are maybe two or three threds dealing with the same issue.
Also, just search for it on the excersizes/tutorials on the main page here.
[FONT=Century Gothic]Hope is when we feel the pain that makes us try again[/FONT]