Knitting in the round means you are knitting a tube with the stitches connected. This creates a seamless object.
There are various methods depending on what you're making and the length of your circulars. How long are yours? (measured needle tip to needle tip)
Here's some basic instruction.
http://www.knittinghelp.com/videos/advanced-techniques
And more if you need additional help.
http://www.knitpicks.com/tutorials/s...tutorials.html