It's in the mail. Dylon Whyte's Art of Chainmail site features beautiful, clear renderings showing, step-by-step, how to join chain links to form different mail patterns, including European, Japanese, and (probably-not-)Persian designs. This is actually fascinating stuff even if you're not a medievalist or a Renaissance-faire type. Also, from the same source, a brief history of armour and the the secret behind the chain bra!
Break the Chain has all kinds of nifty resources for stopping the neverending flux of chain mail wandering through your e-mail box, though if you're like me, you'll probably just read through the chain archives for their amusement. A nice companion to Snopes for your hoax-debunking needs.