as an alternative to carrying thread along, you can use a small crochet hook when knitting to individually put the bead on the knit stitch. On the DIY Network show, Knitty Gritty, they had an episode on knitting with beads. I went to the website to post a link but can't find it. The guest was Lily Chin, and her book, Knit and CRochet with Beads has instructions.
here's the DIY link: http://www.diynetwork.com/diy/shows_dkng/episode/0,2046,DIY_18180_40468,00.html
hope it helps!