You don't attach it as you knit, but rather sew it with a tapestry needle and yarn. You could sew it after you're done knitting, but this assures that it will fit better. I'd knit a few inches, sew a few inches.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry