Here is a link for instructions on how to use eyepins to connect beads, but there are other pages that you can go to that go into Rosary making in detail: http://www.rosarymakersguide.org/eyepinsjumpringschain.htm

I use the "wrapped loop" method to attach the beads together with eyepins -- instructions can be found here:
http://www.rosarymakersguide.org/wrappedlooprosary.htm

The following instruction sheet shows the main components of rosaries. Instructions detail how to make rosaries with smal "seed beads" in between:

How_to_make_a_rosary.jpg