Step 1: Materials
First you will need a baseball.
Step 2: The Grip
Hold the ball so that the u shape is facing you upside down. If you are a righty do it like this. Placed your middle finger of you right hand onto the right seem of the upside down u. place your pointer finger directly beside it. Place your thumb on the seem on the other side of the ball on the left seem. Place your ring finger on the bottom of the ball curled up with the pinkey finger beside it. The pinkey finger should not touch the ball. Here is a picture of the grip.
If you are lefty do the same with the u facing you upside down but instead of putting your middle and pointer fingers on the right seem put the m on the left etc.
Step 3: The Throw
To throw start with your dominant hand facing away from the catcher facing sideways. Bring up your front leg. When you do this at the same time bring up your throwing arm with the ball facing away from the catcher 90 degrees to your shoulder like an L shape. Then bring your arm down to your knee and release at the time necessary. It should look something like the video. He doesn't bring his arm and leg up at the same time but everyone's throw is a little different.
Step 4: The Release
When you release instead of just flicking your wrist down like a fastball you have to hook your wrist. You hook over the ball and to the side. If you are a righty when the ball is parallel to your head your wrist should be facing first base.
Step 5: Notes
Depending on the way you hook your hand, the curve of the ball will vary. If your curveball is not moving then either, A. there is not enough distance for it to break or, B. your hooking motion is either to late or wrong. The sooner you hook the bigger the curve.