In this case you just start knitting with the new yarn. If you like, you can work the first stitch or two with the main yarn and the tail held together to secure it a bit.
After you've finished, you can snug it up and weave in the ends.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry