I found Yngwie's lessons very helpful which I found on his site. http://www.yngwie.org and goto guitar lessons and go thru the guitar world magazine lessons. It's a step by step approach to sweeping (arpeggios, 2 to 6 string sweep). It's an original print which I like, cos some of the text based tab tutorials fail to point when to change the direction of picking. I reckon if you have the patience to read thru then you'll definitely get. Practice with his stuff for a while then apply it into songs you like. Personally I read thru his cocky material cause I wanted to sweep for the opening of Eugene's Trick Bag.
P.S: If you're a visual person don't ever watch Yngwie's videos. He does a lot of sweeps but he never shows the viewer how you do em'. Though Petrucci does it pretty well.
Hope that helps. Enjoy sweeping.