First, have you watched Amy's video on knitting in the round? You can find ithere.
I do it like Amy does, and I also make sure that I pull my working yarn tightly when I do the first stitch on EACH needle.
There's lots of good information about DPN's in Amys video. I reccomend watching it before you go any further.
If you still need help, give me a holler. I *think* I've got the hang of at least CO, k, p, and ribbing on DPN's. [/url]