Here's how to do it: Approach the curb/rail at a 30 degree angle (it's easier on bigger angles, but looks better and grinds better on small angles). As you reach the obstacle, ollie up over the ledge and concentrate on getting both trucks cleanly onto the edge of the curb, make sure to evenly distribute your weight so your board won't flip out. If you've done everything correctly, you and your board should be be grinding along the curb. When you feel yourself slowing down, try and pop a mini-ollie off and ride away smoothly. I recommend that you perfect your grinds on curbs before you start grinding rails and ledges, because you need really good balance.
This trick is fairly simple but requires lots of practice.