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.