There are a number of different ways to do a page curl. One of the best tutorials I've used is Jaynee's
http://www.myjanee.com/tuts/curled/curled.htm (but then I am a great Janee fan - her tutorials are so clear & she never leaves bits out!) A Google search would find you lots more.
My dh recentley bough the page curl filter from
http://www.avbros.com/ this does an amazing job, so quickly & easily! If you have the $$$ - well, well worth it!
Hope this helps, take care, Meryl