Well, the way I am most familiar is this (and it's like knitting twice in one stitch, only you are knitting three times into one stitch):
1. Insert your needle as if to knit, wrap the yarn around and make a knit stitch but DO NOT take the stitch off the needle.
2. Then insert your needle, still holding the wrapped yarn as if to purl, wrap the yarn around but again DO NOT take the stitch off the needle.
3. Then, insert your needle into the back of the stitch as if to knit, wrap then yarn around the needle and THEN finish it off by taking the stitch off the needle.
That is k1, p1, k1 into one stitch. It's used in Aran knitting to make bobbles actually!
I hope that isn't confusing!