The discussion in Arfken & Weber's Mathematical Methods for Physicists has the relevant material scattered through the chapters on vectors and tensors, but overall is fairly lucid.

Or try:

Mathworld (http://mathworld.wolfram.com/Pseudovector.html) (although Arfken is cited)
or
Wikipedia (http://en.wikipedia.org/wiki/Pseudovector) (this article cites Arfken too, so perhaps your best bet is to look there).