The site below describes all you need.
They use the same method I learned as a kid - pry the loop at the botton of the safty pin open just enough to slide other pins around it - (similiar to sliding keys onto a jump ring.)
Then pin it with the regular side you would pin with to your hat or shirt.
I used to use a metal finger nail file to pry with, but I'm not sure if they still make those these days.
Good luck with your swaps!!
safty pins crafts - basic directions :
http://familycrafts.about.com/cs/beadedsafetypins/a/080700b.htm
safty pin crafts - tips and hints:
http://familycrafts.about.com/cs/beadedsafetypins/a/080700e.htm
lots of patterns:
http://familycrafts.about.com/cs/beadedsafetypins/a/080700c.htm