If you don't know what to look for off the top of your head (which you probably wouldn't without a math degree), try to google around for math that looks relevant to your problem.
I find http://mathworld.wolfram.com/ and http://oeis.org/ to be very helpful for this.
Do you have an example of such a problem?
But lot of those harder ones - as far as I can tell - required pretty deep knowledge of number theory, which even though I studied math (10 years ago), didn't have. I think it would be nice if there was sometimes a hint about what the people should study to be able to solve it.
http://projecteuler.net/problem=436
and couldn't solve it. I found an article on mathworld that says the number of expected rolls is e so that the sum is over 1. I don't know how to figure out what the value of the roll that gets you over 1 is, it's something like 0.64 from simulation but what does that number mean and why?