When you have completely crocheted around the border of the knitting project, you'll get back to where you started and have one loop left on the hook. I typically use a slip stitch to join the beginning and the end of the "round," then cut the yarn and pull it through the last loop, just like you would do to finish a knitting project.
Then you can weave in the ends just like you would on any knitting project.
Make sure as you are working that you crochet the same number of stitches along the top and bottom and likewise along the sides. This will make the border even. You can skip stitches as you work across to help pull in a knit border or edge that might be too wide for the rest of the work. Just be careful that you don't skip so many stitches that it makes the edge too small.
It takes a little practice to get the single crochet method down if you've never crocheted before, but it's a nice way to add a different look to your knitting.