Watch the Yee Haa online guitar lesson by Jeff McErlain from Essentials: Advanced Blues Rhythm
The essential technique here is hybrid picking - that's where we use the pick and fingers together. This technique is exceptionally useful and I can't imagine playing the guitar without it. Don't be scared off by the technique, as it can be taken to extremes (in a good way), as we can see in country chicken pickin'. This is the same technique but on an easier level.
This song is actually an excellent introduction to the technique that has a very specific sound to it. A lot of modern-day shredders have learned to incorporate hybrid picking into their playing as well, so the sky's the limit. But as I said earlier, and to quote David Grissom, "If you don't hybrid pick, it's like leaving money on the table." #truth