A good place to start, I think, would be in the royal genealogy threads that are here on TRF. There is a wealth of information there compiled on the ancestry of royal families and with that, perhaps a clue to just when and how your family was connected.
Royal Genealogy - The Royal Forums
There are also wonderful ancestry sites around such as ancestry.com that might also shed light on your family tree.
Good luck with it and I hope you find the answers you are looking for.
“When I was 5 years old, my mother always told me that happiness was the key to life. When I went to school, they asked me what I wanted to be when I grew up. I wrote down ‘happy’. They told me I didn’t understand the assignment, and I told them they didn’t understand life.”
― John Lennon