Cross processing involves processing C-41 (print film) as E-6 (slide film). The results of cross processing is color shifting, and slight grain enlargement. If you are like most people and do not do your own slide development you will have to take it to a lab that is willing to do it for you. Walmart and other large stores will not usually do it for you (I once tried putting slide film in a c-41 canister, and contaminated walmarts chemicals..so don't try it). The best place to go is some privately owned store and ask the owner to process your film in the last batch of film before he tosses the old chemicals. You can always pay the inflated prices of a custom lab if you have the money.
If you are trying to get an idea of what cross processing looks like think of Wired© Magazines art which is often shot with colored gels then cross processed (although much of it is just shot with colored gels). Usually cross processing turns reds and oranges blue and purple and grain is a little more obvious. When I shoot film that I am going to cross process I bracket 1 stop in both directions. This will ensure that you have suitable results. I also prefer to shoot Fugichrome 4oo and process it like it it is a 800 asa speed film. You can shoot C-41 and process it like slide, but this will usually be more expensive. I am currently compiling a data sheet on what works best when cross processing and will make it available soon.