suzeeq's suggestion is excellent! So simple, yet I probably wouldn't have thought of it.
I had the same problem with my first DPN project (truly hideous and much beloved arm-warmers), and I found a suggestion in "Knitting for Dummies" that really helped, too. On the first couple of rows (and later in the pattern if it starts happening again) at the beginning of each new needle, move your yarn to the front, then slip a stitch onto the right needle. Bring the yarn to the back, then slip two stitches onto the left needle (the one you slipped before and the last one on the right needle). Then move your yarn to the front again, slip one stitch (the original last one on the right needle) back to the right needle. Move your yarn to the back again, pull tight, and then continue knitting as normal. This sort of wraps the last and first stitches on each needle together and really helps with the laddering. Plus, from what I can tell, it doesn't show.
The other thing I realized was that if the laddering is only minor, it tends to work itself out over time (many rows), but if it's major, it sticks around. At least, this seems to be true for me! Hope that helps. suzeeq's suggestion is much simpler, but I thought I'd throw this one out there just in case. =)