There are many ways to join two yarn ends together - this is one of my favorites.
http://danceswithwool.wordpress.com/2007/11/25/knittingcrochet-tips-best... [1]
Links:
[1] http://danceswithwool.wordpress.com/2007/11/25/knittingcrochet-tips-best-way-to-join-2-loose-ends/