How does a CLK pin work?

I want to use my ps2 controller in my project, I searched on google and found a PS2 Library for arduino but i would like to do it my self, or at least get some insight in it. One thing i have trouble with the most is with reading data from a chip, the controller has a ground, power, data and CLK pin. So, how would i do this? do i need to hook up the data pin to a I/O pin on the arduino and make a loop wich sets the CLK pin LOW and then HIGH constantly or only HIGH when i want to read data?

The CLK or clock pin, is used to clock data out of the data pin. One cycle of the clock pin puts another bit of the data out to the DATA pin. You gather these bits into a byte.
You can do this "by hand" or use the SPI hardware inside the arduino chip.

I am completely lost here :~ Isn't there a tutorial for reading data from external microcontrollers with the arduino? Just something that would get me started with this, helping me to get some insight in this stuff.

What did you not understand about that link?

How about this one?

Well, if i have teh data line teh clk line and power and ground hooked up, how would i start a "connection" ? Specifically, what do i need to code? And wich pins do i need to set high or low and when.

specifically, what do i need to code?

You need to use the SPI library to talk to the device. That is all.
Look at the examples in the SPI library.