I just learned this so bare with me while I *try* to explain it! hehe
first you open up your image and the texture you want to use (you can find free ones on flickr that give permission to use)... then you use the move tool (in photoshop if that is what you are using) and drag the texture to your image. Then ctrl T (transform) the texture to fit over your image (then set the transform).. then you set that layer to multiply and adjust the opacity to your taste... then you can use a low opacity erasor and go over what you don't want to have the texture or where you want to fade the texture. Here is one I played with when trying to figure it all out - I used two different textures to give it a "grunge" effect.. I did the second texture slightly different (it's the "bone" color)
you can find tutorials online too that may do it differently, but this is how I found to do it
nice example! that's pretty much how I do it (though I'm no expert).
I find an image I want to use for my texture (I use www.textureking.com a lot) and open both it and my photo in photoshop. I'll copy the texture image to my clipboard (select all, ctrl-c). Then I go to my photo and create a new layer on top of the original. I paste the texture image into that layer and then use the "free transform" to size it the same as my photo. Then I use the blending modes and various opacity settings until I get the desired effect (I use the multiply blending mode a lot for this kind of thing, but sometimes screen and overlay have nice effects as well). finally, I erase away texture on the parts of the photo where I don't want to see the texture.