affectionately called "The Little Nubbin Technique", what you do is you take the piece of loose hair and scrunch it around between your fingers and backcomb it and roll it around until it is a mini-dread, or a little nubbin. you then poke it through the roots of the closest nearby dreadie, and tie around it with strong thread, tightly. ot works great!
(told to me by Cherie Matrix, professional dread/braid stylist for HairPolice.)