Watch the Mark Knopfler online guitar lesson by Jeff McErlain from Kings of Tone
Since playing without a pick may be new to you take your time in the beginning, not only to get the technique together but so you don't get a blister! Take it from me, you don't want that. As a result of guys like Knopfler and Beck I don't use a pick about half the time now. If it is not something you are familiar with doing I say get on it! It has become a large part of my style, I can't not imagine using this technique.