I've posted a new tutorial on my website. It should be simple enough for beginners using Photoshop CS. The same concept should work in other graphics programs. The tutorial is in PDF format so you can print it out to refer to while you try it.
The tutorial is for joining rings together, or using rings to attach tags or charms to other elements. The same concept could be used to joing several rings together to make a chain.
http://www.tandika.com/tandika.plx?rm=tuts
Tandika*