When knitting on dpns the stitches are connected in a line, just as if they were all on one needle. When you knit the last st on one needle, move on to the next st in line and the needle it is on is the one you knit next.
Cheating is an option. . . . Cheaters never win and winners never cheat, but smart knitters who want to retain an iota of sanity do, cheerfully. ~~Kory Stamper