Julia sets are very similar to Mandelbrot sets, and if you have not yet looked at my post on generating Mandelbrot sets, then I suggest you take a look. Most of the background is the same.
The only major difference is between Julia sets and the Mandelbrot set is that the Mandelbrot iteration is based on the equation Z = Z^(Power 1) + Z^(Power 2) + C, where C is the point Z(0). The Julia set is based on the equation Z^(Power 1) - Z^(Power 2) - L, where L is a constant complex number.
We iterate through each point, using the centre of the screen as the origin (0,0). For each point then, we iterate up to our maximum depth, using the Julia formula now instead of the Mandelbrot one, and break when the absolute value of Z reaches 2.
We can then draw the point, using the same method as we used for drawing the Mandelbrot point.