Generally you switch the colors every 2 or 4 rows, not on every row. That way color 1 ends up at the same edge you started and you can start color 2 for 2 rows. When you switch them twine them loosely around each other before knitting with the next color. If you want to change colors every row, or every 3 rows, you'll need to cut them leaving a long enough tail to weave in. Though there is a way to knit with colors on every row, any you need a circular needle; knit a row with color 1, without turning, slide the sts back to the other end of the needle and knit a row with color 2. Then turn and knit or purl color 1 again, slide the sts back and do the same with color 2.
sue- knitting heretic