I am knitting a preemie cap and using double-pointed needles for the first time. I have the stitches (50) divided onto 3 needles and am using a 4th for the “free” needle (or whatever it’s called). Okay…I knit all the stitches off the 1st needle. Then I use the newly emptied needle to knit the stitches off the next one & so on. When I knit the 50th stitch in row 1, it’s time for me to somehow connect it to the beginning so that I am knitting in a circle. I understand the concept but cannot for the life of me figure out how to make that first joining stitch so I can get on with the project. Should I slip the first stitch (i.e., the 50th) onto my right-hand needle and work from there? – I faked my way through it the first time and completed about 10 rows but was not happy with the way that 1st row looked so know I didn’t do it right. — btw, this is my first time here and you all have a great forum! Thanks – j. 
Joining 1st round on dpns
Well… since Ingrid is not here to answer this, I will have a go at it. I’ve just recently been using DPNs myself so here’s what I’ve been doing.
With DPN you have the flexability to decide which way your circle goes - your working yarn can be either on the nose or tail end of your knitting. Does that make sense so far? The last stitch that you cast-on can either be the first stitch that you knit or the last depending on which way you create your knitting circle.
Right or wrong, I’ve been having the last CO stitch as the last stitch on the row. I knit directly into the first stitch when I make the circle (triangle) with the needles which joins the rows right away. The yarn goes from the last CO stitch into the first CO stitch. Hmm… I don’t know if I’m being clear?
Tell you what… Check out Silver’s sock site for a really good set of photos on how to join the rows on DPN. Even if you’re not doing socks, she has very detailed photos and the process is the same.
I hope that this helps somewhat and, if I didn’t help… I KNOW that Silver’s site will! It’s amazing! Here’s the link:
http://www.cometosilver.com/socks/SockClass_Beginning.htm
Best of luck and sorry that you picked a non-Ingrid day to ask. I appologize for taking so long to find you. 
Angela
I like to cast on one extra stitch when working in the round, either on dpns or circs. When I get to the end of my row, I take the last stitch and slip it on to the first/other needle. I then knit {or purl depending on the pattern} it together with the first stitch. The very beginning may look a little wonky, but the beginning yarn tail fixes that up very nicely when weaving in ends later.
One easy way to join is to: slip the first stitch from needle 1 to needle 3. Then lift, the now 2nd stitch from needle 3 over that stitch and onto needle 1. I read this in one of my sock books and love how easy it is. The author called it “Trading Places.” I use it all the time. I noticed an added benifit, it naturally tightens up the “gap”