If you have a good knitting book handy, look up "short rows", this might help.
If you don`t, here`s the scoop:
You`re basically going to be making a loop of yarn around that last stitch (and later, the second to last stitch, 3rd, etc). You do this by:
1) getting to that last stitch.
2) move the yarn as if to purl (moving it to the front).
3) With the yarn still in the front, slip that last stitch onto the right hand needle. If you pull the yarn to the left, you`ll be able to see that the yarn is half-wrapped around that last stitch.
4)This is slightly different from the directions, but I find it easier to turn the work at this point, since all stitches are on the same needle. Now the yarn will be in the back, and the purl side will be facing you.
5) Bring that yarn to the right and around until it`s in the front, as if to purl.
6) That first stitch (was the last stitch that you`d slipped)? Don`t purl into it, just slip it onto the right hand needle, and begin to purl normally. There should be a loop of yarn around that last stitch.
Hope this helps!