I am finding it a real challenge to learn to play Thumb Under, (and it would probably be virtually impossible to do with normal CG nails...) As Michael mentioned, there are some very helpful videos you can watch.
There is an Early Music Group on Youtube that has many good ones:
I have finally found one very good book that has excellent detailed info about lute technique (written with CG players in mind). The Italian text was translated by Doc Rossi and it is very detailed. It also has excellent mixed collection of exercises and pieces. (I also found a used copy of Diana Poulton's book, but they are difficult to find)
Andrea Damiani (check youtube for his videos too)
Method for Renaissance Lute (english version: Translation by Doc Rossi)
Publication Date: 1999
(I found a copy at Ut Orpheus)