I can't tell you how myself, but I recently saw instructions for this in a friend's copy of Stitch 'n Bitch. They have great, practical, clear instructions in general so my best suggestion is to borrow or buy a copy (it's on my shopping list!). The tips I gleaned from this book made some things I thought were confusing so clear!
Here is a rather lengthy explanation. I hope it helps. 1. pull the yarn under 2 bars on one of the pieces near the edge and end of a row. Next you will need to find the 1st 2 bars on the other piece and pull the yarn through these 2 bars. The "bars" will be different on the pieces because they will be the bars of stitches on one piece and bars of rows on the other piece. 2. continue sewing the two pieces together taking 2 bars from one piece and 2 bars from the second piece. Pull the yarn snug every few inches until the sewing yarn is no longer visible.