Joerg, I've never tried to explain cross picking before but I'll try. Perhaps others will improve on my simple explanation. First of all, we use the term flatpick to refer to a standard guitar plectrum. Here there are brands like Fender and Dunlop; just a small triangular piece of celluloid often made to look like tortise shell. We call them flatpicks to differentiate them from thumb picks and finger picks which are specially molded to fit the finger. Another term that's often used is straight pick. For cross picking, I'd recommend a fairly stiff one, I think you'll get better control.
To see how cross picking works at it's simplest level, pick up a flatpick and hold it between your thumb and the side of your index finger so that only a small portion of the pick protudes far enough to engage the strings. Pick up your guitar and hold a first position C chord. Now the picking uses both down and up strokes as follows: pick down on the 4th (D) string, then pick down on the 3rd (G) string, then pick up on the 2nd (B) string. Now repeat those three strokes just as before. Finally, pick down on the 4th (D) string and up on the 2nd (B) string.
Like Scruggs style banjo, this pattern tends toward a rhumba rhythm so you have to really work to make it sound even and fast. Once you have mastered the basic technique you'll realize that you can easily vary the choices of string and fingering to play almost anything you want. Since you don't often need a full chord, you have some of a banjo player's freedom to move and slide your noting hand while keeping the "roll" going.
Good luck, Joerg.
Spaw, I just figured everyone knew there was no point in a bluegrass band without a mandolin. Isn't that in the constitution somewhere?