OK guys, you asked for it so here goes - lots of pictures to follow so leave now if you're not patient enough
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I've put markers on because usually I'd use markers to locate the ends of the short rows as directed in most patterns and it makes it much easier to see where the 'stitch across the gap' is.
So knit to one stitch before first marker, turn and slip first stitch purlwise
this leaves a visible gap where you've turned
purl to one stitch before second marker, turn and slip first stitch purlwise (again you'll have a visible gap where you've turned).
When you get back to just before the last stitch of the short row i.e. 2 stitches before the first marker
slip the next stitch to the right needle purlwise
pick up the stitch below the stitch on the right needle with the left needle
Then pass the stitch on the right needle back to the left
knit this stitch as normal
then knit the next stitch (the picked up one) together with the 'stitch across the gap' which is the next stitch on the needle
so you end up with something which looks like this
Now when you come back around to the second marker slip the first stitch after the marker knitwise to the right needle
thus reversing its mount
pick up the stitch below the next stitch on the left needle
and place it on the left needle
pass the slipped stitch back to the left needle
knit this stitch together with the picked up stitch through the back of the loops
knit the next stitch normally and you should end up with something like this
And that's basically it. You may have to fiddle with the stitches a little bit to make sure that the picked up stitch is covered by the real stitch but it's really very easy to do. When knitting flat it's a bit more complicated but as long as you remember you want the real stitch the right way round so if you knit it tbl you need to reverse it first you can't go far wrong (I usually end up having a couple of goes before I get it right because I just don't do it as often).
Oh and I didn't knit a massive swatch I just chucked it into the cardigan I'm working on then ripped it out again afterwards lol.