Sorry you didn't get your question answered sooner...
You can just start knitting with the new yarn, and then weave in the end later, following the path of another strand of yarn for a few stitches, or hiding it in the selvage stitches over a few rows.
Or, you can cheat a bit and save time:
thread the end of the new yarn through the stitch below the first stitch, then double up the working yarn with its tail end, and knit a few stitches with both strands together. This will work in the tail of the yarn, and later you can just cut it.
If you're doing a scarf, the disadvantage with all these methods is that the tip of the tail-end might pop out and show. To avoid this, you could use the method I just described, but hide the tail end in the working yarn before knitting with it, either by doing a Russian join, or by felting it to the working yarn. (See "Joining Yarn" in the Basic Techniques/More sections.)
Hope this is clear!
KnittingHelp Queen Bee
It is not because things are so difficult that we do not dare; it is because we do not dare that they are difficult.