As the guys have already mentioned, the sandpaper and mousepad method are a great way to sharpen your knives and come out with a very versatile edge. There are several good tutorials on this technique, but here is an excellent one with pictures that I recommend
http://www.barkriverknives.com/home.html . One very important tip to remember when using this method of sharpening is to NOT press down on the knife. The most common mistake that most people make when trying this method for the first time is that they want to push down on the knife/blade. You do not need to do that as the weight of the blade alone is enough to create the proper edge.
Also, as mentioned by others, you will find the simple carbon steels much easier to sharpen than stainless steels.
Practice, Practice, Practice!!!!! That is the key!