When you knit the first row, you don't have them joined yet, so all your needles are trying to move around on you like a wet noodle and poke out in all places. Once you join though, they stay together and it is much easier. You just have to have patience through those first couple of rounds and then you'll be fine, and once you get more knitted, it's even easier.
Just be sure to pull your sts tight when you get to the end of those dpn's so that you don't have gaps. For that first st from one to the other, I hold those two dpns close to eachother to prevent a loose st and gap, then after I stitch it, I pull nice and snug.
Hang in there- once you get going you will be fine.