Have you just started looking? If so,
a. there is someone else in the Merseyside area called Stephen Jamieson. Do you know him? (Have a look at http://genforum.genealogy.com/cgi-bin/latest.cgi?jamieson
b. if possible, you really need to ask relatives what they know. It's a bit of detective work.
Let me know if you happen to be related to any of the following:
William Richard K.B. Jamieson
William B. Jamieson
James F. Jamieson
If you already know something about your grandparents, or preferably their parents or earlier, the LDS site at http://www.familysearch.org
can be a very useful starting point. You may also find some of the Lancashire resources on http://www.genuki.org.uk/big/eng/LAN/
useful and http://www.lswlfhs.freeserve.co.uk/
may be useful for Skelmersdale.