Did you just knit from the needles or did you actually slip them to the other needles. This video is showing socks and just changing circs but you'd do the same thing to switch from dpns to circs. http://www.youtube.com/watch?v=bSF-UrOmzFQ
I knit straight from the DPN's to the circulars NOT using magic loop, then when I got to the last needle they were stuck beside each other so I couldn't even put my right needle into the left to knit the last row off
You figured it out, that's what's important. What's easy to see for one isn't for another. I encounter that all the time. Next time it won't be a problem for you, you know what to do. Another skill added!
Happiness is catching that dropped stitch while it's still fixable..
The video I linked to showed her using circulars and changing to other circulars, but she also said you can to that to change from dpns to circulars. It doesn't matter which needles you're going from/to, you would do it the same way no matter what. You're simply using the circular instead of an empty dpn.