Barb, I don't have a picture exactly of when the legs were attached, but let's see if these might help.
Here I have the legs on the same needle but I haven't done the increases in this picture. The front side of the legs have 15 sts and the back have 18. In the directions Kerin describes the first leg you knit as the left leg and it is when you have Mr. F facing you. But if you are thinking in terms of a person's body, it is really his right leg. So the second one you knit is really the left leg. When you have 18 sts on the back and 15 on the front of the left leg you should have just finished knitting the 15 sts on the front of the leg. Now you will connect those 15 sts to the 15 sts on the right leg. Knit around the right leg until you get to the center back. Join the legs at the back. Now you should be knitting in the round.
Since you don't want to use magic loop I suggest you use 5 DNPs. One for the 18 sts on the left back, one for the 15 on the left front, one for the 15 on the right front and another for the 18 on the right back. Then use the 5th needle for knitting. Although this shows using DPNs where the arms are attached this should help you visualize using DPNs.