Yeah, use that video McBambi posted.
I use a variation of that first method.
Drop your board, run toward a wall that is on the same side your hand would hold your board, hold the darkcatch button (RB or R1) while running next to that wall, right before you hit the wall and still holding the darkcatch button press y to get back on your board, confuse the game and go flying. Then I usually hit a quarter pipe prop to air up onto the roof Im looking at.
Alternatively you can set a decked quarter pipe sideways as a wall.
Skate 2 has easier methods but they appear to have cleaned up the code so we had to get creative on skate 3.