Changing needle size in Magic Loop

[megaknit]

Hello! I'm working on some fingerless gloves in Magic Loop. I have the interchangeable kit but unfortunately it doesn't include needles in the sizes I need, so I had to get separate circular needles in sizes 2.25 and 3 mm. In the pattern, I start off doing the cuff using the 2.25mm needles and then I need to change to the 3mm needles. I'm scared, though, as I haven't done this in Magic Loop before! Can anyone walk me through how to do this? I have read in some other threads that you just knit onto the other needles like normal, but I guess I don't really understand how that works in ML....Please help!