1. Cast on using the following method. It produces a row just like the last row created by the usual binding off method, so it can unravel. At the end, the last stitch is dropped. To prevent premature unraveling, pull the yarn to enlarge the stitch and loosely tie it.
Yo, * sl 1 back knitwise, yo, k1; repeat from *; end: drop the last stitch.
2. Start knitting many rows to create a tall narrow piece of fabric. If you are using a 2-row pattern such as garter, knit an even number of rows (not counting the cast on row, which will be pulled out).
3. Untie the last stitch cast on and pull out the cast on row.
Cut the yarn, give the strip a half twist, and use a yarn needle to graft
the ends together. 
See Stanley [2] for detailed instructions for grafting, as well as for other unravelable, or ``provisional'' casting on methods.