Great Link RJM. You can also go to www.webball.com for other stuff.
There are several ways to throw a Knuckle Curve. Most MLB pitchers throw this pitch with the knuckle curve grip as shown by RJM, with the same mechanics as the curve, so this may not help you much.
You can also throw them with this grip with your palm facing forward like a FB or KB and flick it like a KB at release. This will give the ball a tumbling effect and get it to break down. The problem with this pitch is that it is difficult to control. This is a great pitch for young players but usually it is given up when they start throwing a traditional curve because it is difficult to control.
Just remember if you can not throw a pitch for a strike in any count it is not a pitch. Good Luck!