I was never officially taught how to do it, so I kind of figured it out myself. It'll be something you might have to play around with to get it right.
At the end of your row, you can break the yarn and tie off that row like you normally would. Then turn, and insert hook, bring up a loop with the new yarn, bring both ends of the yarn through the loop, pulling the loose end all the way through. Then you'd do your chains, and continue on...
If you want, you can work over the end of the last row's yarn, by laying it on top of the row you'll be working into, as if it was just a part of the previous row. (kind of hard to explain...) And that'll save you from having to weave in that end.
