Go buy a link connecter. Youv'e got to make sure you have the right link removed. Save the inside link on both ends of your chain. you'll have to pound the pins out on each end of the chain. it's kind of hard to do, i don't know what kind of tools you have. You could take it to a bike shop i don't think they would charge you much.

Well usually all chains have a link that comes off. if you get that to come apart, then you put the chain on the teeth were the teeth come through between the links. then you link back together the two chain links. it might be a little hard though