Knit the first stitch as usual, but do not remove it from the left needle. Place the right needle point down through the same stitch and yarn over and pull back through. Then take the original stitch off the left needle. You will have made two stitches. Do this all the way across the row and you will double your stitches.

Here are some photos that may help:

Here is a link that might be useful: knitting into the front and back

There's a section on increases on Knittinghelp.com, with a video.

It's about three fourths of the way down, on the right side under "kfb".

~ Kit

Here is a link that might be useful: Increases