There has been much written on this subject. I would guess that you are going to get many replys making the process seem more difficult than it is. And, I am sure all of the methods that will be posted will work fine.
I would guess that Mr. Ed Fowler is as responsible as anyone for the current rise in popularity of convex edges, so I will tell you what he said about the subject in an article in Blade Magazine. Since I no longer have the issue and a poor memory, it will not be word for word, but it will be close.
A Norton fine India stone is his choice of stones but I would think most stones in a medium fine grit would be fine. I use an arkansas stone that works fine.
Anyway he said to pretend that there is a postage stamp stuck to your stone and simply pretend to "slice it off." Alternating one side and then the other. Then on every fourth or fifth stroke lower the spine as you make your pass. Simple as that. May take some patience if your knife is fairly dull, and or you have a slow cutting stone.
One thing is pretty much agreed on though. And that is some of the "sharpening systems," like the Lansky and Edge Pro will ruin your convex edge.
Get an old carbon steel knife like a vintage Marbles in bad shape off of EBAY or somewhere, and practice.