OK - this is how I do it, and HOPE it makes sense...
To start...Cast on with MC. Twice the number of stitches you need, as half will be for the outside of the item, and half will be for the inside or lining. Essentially, you are knitting each round twice, once with the Main color (MC) and once with contrasting color (CC).
So, you have cast on with MC, joined, and ready to knit.
The first round will be knit with MC. **Knit 1, bring MC (working yarn) forward, then slip the next stitch (as if to purl), bring the working yarn to the back**. You repeat this all the way around.
The next round will be knit with CC. **Slip next stitch (as if to purl), bring CC (working yarn) forward and purl, then bring working yarn toward the back.** Repeat this all the way around.
After several rounds you will see that you are knitting two layers of fabric, they are actually separate one from the other. You can make stripes by reversing the colors - treating you CC as though it were your MC and vice a versa.
Hope this makes sense. I am sure you could google it or look on the knitting help sites and find far better instructions. But - I hope I have been helpful.