You can just start knitting with the new yarn, then weave in the ends. You can also try the Russian Join, which I like to do. There's a video under Basic Techniques, ...and More above.
DS Carter (11), DS Myles (9), DD Merlyn (7), DD Berkleigh (6)
Wonderful Wallaby for Linus' 1st birthday (9/16)
Birchbark shawl (my own design) for my mom's 60th birthday (9/15)
At least one ever-present felted bag