In reply to The Lemming:
eccentric reverse wrist curls. Pics probably in one of the links other people put up or you can get it from googling 'tennis elbow exercises'
Basically hold a dumbell in one hand, palm down, with your arm straight on edge of table, sofa whatever with your wrist and hand over the edge, use your free hand to bring your dumbell hand to the top of range of motion in the wirst, (bringing your knuckles towards your face) and them slowly lower the weight over 8 seconds. Pretty much fixed some severe tennis elbow I had in like 4 days. It's actually been a miracle for me :S