Step 1
Grab a picture of something that has some pretty grungy parts in it. Usually pictures of walls that are molding or torn work fine.
Step 2
Open your Curve Editor (control + m) and if the picture is already grungy you can just move one point to the top left corner. This will make the image very bright, but make sure it's not too bright. The trick is to get lots of white, but enough dark/grunge to make the brush, since photoshop will use the white for transparency. Depending on your image you may have to make some fairly high curves.
Step 3
Make a selection anywhere you see fit and go to Edit > Define Brush Preset. Label your brush and press OK. To use the new brush click your Brush tool and under the file menu you will see a box with the current brush style. Click the small arrow and select your grunge preset.
Step 4
Now you can use this technique on other images and create a library full of grunge brushes.
