How do I Add the Next Ball of Yarn?

The general rule is to start a new skein at the edge, which is fine if your edge will be included in a seam, because you can hide the end of the skein in the seam.

Since our shawl has a lace edge, it will be easier to hide the ends if you change yarns a few stitches in from the edge. Remember to leave your tails at least six inches long for weaving in later.

When I change yarn I just drop the old yarn and start knitting with the new one. You may also tie a LOOSE knot in your work - just be sure to untie it before you weave the ends in :-)

When I am ready to weave the ends in, I thread one of the ends on a yarn needle with a big eye and duplicate stitch it into the work.
Duplicate stitch means to follow the path of the yarn. See an example here.

Many reference books tell you to weave the ends in on a diagonal line, or to skim your needle through the purl bumps on the back of the work, but both of these methods leave a very visible line. Learn to do duplicate stitch and your weaving will be invisible except for a slightly thicker area where there are two threads.