Here's an attempt using PGF/TikZ:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{calc,positioning,shapes.multipart}
% Command to draw a colored square
\newcommand\Cbox[1]{\color{#1}\rule{6pt}{6pt}}
\begin{document}
\begin{tikzpicture}[
drect/.style={rectangle split, rectangle split parts=#1, draw},
ndrect/.style={rectangle split, rectangle split parts=#1}
]
% the nodes
\node[draw] (a) {02FE};
\node[drect=2, rectangle split horizontal,right=of a] (b) {02\nodepart{two}FE};
\node[drect=2, rectangle split horizontal,right=of b] (c) {01A0\nodepart{two}FE};
\node[drect=4,rectangle split part fill={red!60,blue!60,olive!60,magenta!60},below right=of a] (d)
{0020\nodepart{two}001A\nodepart{three}01A0\nodepart{four}0320};
\node[ndrect=4,left=0 of d] (e)
{0\nodepart{two}1\nodepart{three}2\nodepart{four}3};
% the curly part
\draw (d.south west) -- ++(0,-0.2) -- ($(d.south west)+(0,-0.2)$) .. controls ($(d.south)+(-0.3,-0.05)$) .. ($(d.south)+(0,-0.2)$) .. controls ($(d.south)+(0.3,-0.4)$) .. ($(d.south east)+(0,-0.3)$) -- (d.south east);
% the arrows
\draw[->] (a) -- (b);
\draw[->] (b.two north) -- ++(0,0.3) -| (c.two north);
\draw[->] (b.one south) -- ++(0,-0.5) -- ++(-1.5,0) |- ($(d.three)+(-0.6,0.1)$);
\draw[->] (d.three east) -| (c.one south);
% text nodes
\node[align=center,above= 0.5pt of a, font=\footnotesize] {logical \\address};
\node[align=center,below= 3pt of c.two,xshift=6pt, font=\footnotesize] {physical \\address};
\node[align=center,below= 13pt of d, font=\footnotesize] {Page Table};
% the legend
\node[right=of c,yshift=-1cm] {
\fbox{\begin{tabular}{cp{2.7cm}}
\Cbox{red!60} & Some description \\
\Cbox{blue!60} & Some description \\
\Cbox{olive!60} & Some description \\
\Cbox{magenta!60} & Some description \\
\end{tabular}}
};
\end{tikzpicture}
\end{document}

The curly line was drawn using the .. controls .. feature (see Section 14.3
The Curve-To Operation of the pgfmanual). Nodes were built with the shapes.multipart library (see Section 48.6 Shapes with Multiple Text Parts of the pgfmanual).
\documentclassand the appropriate packages so that those trying to help don't have to recreate it. Since your question seems to be only about the "curly breaks" you should post what you tried so far. – Peter Grill Nov 5 '11 at 0:07