For the "pictoral" approach I mentioned in more detail, if you can get a hold of MTW's book "Gravitation", it's discussed around pg 244 in chapter 10.
As far as the detailed answer to your question
A general vector x can be represented as [itex]x^i e_i[/itex], where the [itex]e_i[/itex] are the basis vectors.
Thus in a cartesian coordinate system we would have as basis vectors e_x, e_y, e_z, in a cylindrical coordinate system we would have e_r, e_theta, e_z, etc etc.
The definition of the Christoffel symbols
[tex]\Gamma^{\mu}{}_{\sigma \alpha}[/itex] is that they describe how the basis vectors transform in terms of the basis vectors.<br />
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i.e we take<br />
<br />
[tex]\nabla_{\sigma} e_{\alpha}[/tex] <br />
<br />
and express it in terms of the basis vectors as<br />
<br />
[tex]\nabla_{\sigma} e_{\alpha} = \Gamma^{\mu}{}_{\alpha \sigma} e_{\mu}[/tex]<br />
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The rest is the chain rule. [tex]\nabla_{\sigma} A^{\mu}e_{\mu} = (\nabla_{\sigma}A^{\mu}) e_{\mu} +(\nabla_{\sigma}e_{\mu})A^{\mu}[/tex]<br />
<br />
The first term gives the partial derivative, the second term gives the Christoffel symbols.[/tex]