The Russian Join is my new favorite method to join a new ball of yarn. I like this method because it's a much stronger join than just tying a knot and you don't have any annoying loose ends to weave in!!
1. Thread your working yarn (the one connected to your project) onto a yarn needle. I use the thinnest yarn needle I have.
2. Insert the needle into the center of the yarn. Split the yarn apart with the needle and try to get the needle down into the center of the yarn as best as you can for about 2 inches. Some yarns are easier than others.
3. Pull the needle thru but keep a loop.
4. Now thread the needle onto the new ball of yarn.
5. Pull the new yarn thru the loop (in Step 3)
6. Split the new yarn and push the needle into the center ....like you did in Step 2 (but with the yarn attached the ball this time).
7. Pull the needle thru. No need to worry about keeping a loop this time.
8. Pull tightly on both ends of yarn. This will connect the two ends. If you did a good job of threading it into the center of the yarn (in steps 2 and 6), you should be able to tug pretty tight and it won't break. If it breaks, try again!
9. Cut the tails off and you're ready to continue knitting. The yarn will be a bit thicker where the join is located but once you knit it up you hardly notice it!