I am presently working on an afghan. I modified the pattern and found as I neared the end, that it was going to be as wide as it was tall. Unacceptable! I decided to add a border to each end. I considered picking up stitches on the cast on edge, and knitting top down in garter stitch, but I really wanted a certain design (already in the afghan) that can only be knit in one direction. I decided to make the boarder separately, from the bottom up, thinking I would sew it on. But, I didn't want the bulky seam that would be created by sewing a bind off to a cast on edge, so I stopped one row short of finishing and sewed the boarder to the cast on edge using the Kitchener stitch. I was amazingly pleased with the result, and I am going to show you how I did it. It is slightly different than joining two sets of stitches on needles, but in some ways, easier. Without the second needle in the way, you can better see what is going on and can see each knit stitch as it is made.
This works especially well, because I am attaching a knit side (the right side of stockinette) to a purl side (reverse stockinette.) I tried it attaching knit to knit, and there is a noticeable seam. The cast on edge looks like a row of twisted knit stitches.
Here's how the join looks on my afghan:
You start by running your sewing needle through the first stitch on the knitting needle coming at it from behind as if to knit. Leave the stitch on the needle. Then you run your needle through the first cast on stitch of your completed piece, coming at it from the bottom, as if to knit.
Now that you are set up, all the remaining stitches will be worked as follows:
Coming down from the top, put your needle through the first stitch on your needle, as if to purl. It now has two yarns running through it. Take it off your needle.
Now run your needle through the next stitch as if to knit. Leave it on the needle.
Now take your needle to the cast on edge of your main piece. Coming from the top, go down through the top of the same stitch that already has a yarn in it. Then coming from underneath, catch the next cast on stitch as if to knit.
Pull the yarn gently, using the same tension as for knitting. You should see a knit stitch. It will be easier to see after you have made a few stitches.