Brusheezy is a killer website with free brushes for Photoshop. You can start by looking at grunge brushes, or watch the video. It’s a bit detailed, but walks you easily through each step. Once you have the new brush, add a new layer in photoshop, click a few times with your cool brush, and change the layer mode to something interesting like Overlay. Enjoy!
How to Download & Install Photoshop Brushes from Brusheezy.com on Vimeo.