I was asked this question by a Latin teacher at Sydney Boys High — yes, they still do Latin! — looking for resources for her class which was over 80% language background other than English, mainly of Chinese background.
I found this rather good summary on a German English-language site.
BBC English was asked a very similar question: Rasanka Saroshini Nissanka from Sri Lanka asks: “Please explain to me all about direct and indirect speech.” Here is the answer!
Here is another neat summary from English Zone
This page brings together some tests and quizzes on Reported Speech.
Of course if it is Latin you are worried about, look at PRAEFATIO de ORATIONE OBLIQUA. Now that is really cool; an Internet Latin Grammar! The author says he wrote it “in order to assist the students of the Latin language at the University of Arkansas, Fayetteville. When complete, it is my intention that this on-line grammar, although it is not intended to be exhaustive, will allow the student to identify and generate any part of speech in any conjugated or declined form in order to facilitate their translation of Latin text.” Shame about the background swamping the print sometimes though…
This is another summary of the Latin way of doing Indirect Speech: Ohio State University: Department of Greek and Latin.
[Checked 18 September 2007.]