Using either a needle or crochet hook, or circular needles with a hole large enough near the base (this is fabulous) and thread a smooth, contrasting yarn through all the stitches on the needle from one end of the row to the other. I usually tie the two ends of my lifeline together, so that it won't fall out accidentally—Yes, this has happened to me… more than once—Continue knitting, while avoiding putting the needle through the lifeline, as this makes it quite difficult to remove later—yup, did this one, too.
Leave any lifelines in the work until all rows have been knit, and the project has been cast off. This is another trick of mine that I learned the hard way. Pulling out a lifeline before you're done causes mistakes to show up that would be relatively easy to fix had that lifeline still been in place. Ask me how I know.