hope you didn't see what i had there before...i had to go look at the pattern again cuz i knew that didn't sound right.
the index finger should be on two needles (half and half stitches) Then you will add the other fingers, in proper order of course, to those same two needles.
This site has a pretty good tutorial for how to join them. it is really way easier than you would think and pretty logical once you start doing it.