Don't put it on the other needle at all. Just start a new row out with the new needle instead of the old needle.
You have the stitches on the dpns and normally you would start a new round with an empty dpn. Instead, begin knitting with the other needle, going the same way as if you were using the empty dpn. It shouldn't be tight unless you're trying to do something different to it. Here's a video - http://www.youtube.com/watch?v=bSF-UrOmzFQ