I agree with Carolyn, it's so much fun to spin roving that's been dyed. Especially when you get to handle dyed wool that's not yet carded, it looks SOOOO pretty in fresh-cut locks, because the tips of the locks will be a different shade than the base of the locks, and it just looks so GORGEOUS in that state. Then you card it together and the color evens out (card it lightly if you want a bit of heathering to remain), before spinning.
What Carolyn means by Navajo plying, is you take a single ply, and turn it into a 3 ply yarn by doing basically a huge crochet chain stitch with the yarn (just using your hands, no crochet hook) and spinning it to ply it together as you go. You can do any size chain to accomodate color changes if you want to keep different colors that you spun up seperate.