Sandra, there are at least two ways to do this. One is the Russian Join (my favorite). Of course, it may take a bit of practice to get the join exactly where you want it. You might want to finish the row with the old color, somehow mark the yarn where you want to change colors, then un-knit enough stitches to give you the length you will need to accomplish the join.

Another way is to just stop knitting with the old color and pick up the new color, then weave both ends in after you've gone a few more rows. I use this one, too, and it looks just fine.

Here is a link that might be useful: Russian Join