Fundamentally, it's the process of converting the starches in grain to sugars that can be fermented. If you've ever steeped specialty grains, you know most of the basics already. What's most important is temperature control (your tolerances are much tighter, a beer mashed at 156 degrees will be significantly different than one mashed at 152), and the process is usually a bit longer. You also have to "sparge" your grains, essentially rinsing the sugars out of them.
In any case, go to that link and read up - Palmer's book is excellent at explaining these things. Then, come back with any specific questions.