Redshirt Knitting posted a question on her blog asking for advice in how to set up double point needles to avoid the 'ladders' that sometimes form in the corners where the needles come together.
Ladders basically happen when there is a change of tension as you go 'around the corner' between needles. Sometimes it's almost like a YO that you don't knit off the next time around, and the extra yarn has to go SOMEwhere, so it sags down between the last stitch of the old needle and the first stitch of the new needle and makes the ladder. Now when you WANT a ladder, like the famous Clapotis, this is a good thing. On socks - not so much.
1) I always use a set of FIVE dpns. The more needles you use, the 'softer' the angle is between each pair of needles, so the stitches at the corners don't have to 'strain' to reach around to the next side.
2) Each needle goes 'under' at the leading end and 'over at the trailing end.
3) At the start of each row, the new working needle comes up UNDER the just filled needle. This makes the most narrow 'angle of attack' on the first stitch of the next needle and allows you to snug the yarn down to match the tension of your work without an extra needle getting in the way and making an inadvertent YO.
And as a closing note, it's a good idea to avoid the 'walking under a ladder thing' too. You might get a paint bucket dropped on your head.