the pick must be applied in a sweeping motion. when u pick down, the action or movment of the right hand, must be in a 'flow' meaning that the pick will have a similar movement as it does when u strum a chord. But in a chord where you play each note simultaneously, u will follow the same movement as u do when u strum a chord, but u don't do it as quick as the aim is to try and pick each note of the arpeggio, whilst having that flowing and movement and sound.

on this sites home page look for some sweep picking exercises, and try them out.