Richie Kotzen explains that in his video very well. Mute the low strings (which means, the strings lower than the string you're currently playing on) with the palm of your right hand and move the palm along when going to the next string. Mute the higher strings with the flesh of your index finger to prevent them from ringing. That works great for long left hand legato runs as well as for MJR style string skipping/tapping arpeggios.