Are you doing wide stripes? If so, at the beginning of the row, cut the yarn of your old color leaving a tail. Pick up the new color and insert your right needle into the first stitch, wrap the needle with the new color and knit the stitch. Continue knitting with the new color. Don't worry if the first stitch is loose. Finish the row, then put down your work and loosely tie the two ends together to keep them secure. When you're finished with the whole scarf, untie the knots and weave in the ends.