The wrap and turn, sometimes abbreviated w&t, is the most common way of creating short rows. By wrapping the yarn around an adjacent stitch, rather than simply turning a piece over and knitting back the other way, one can prevent holes from forming in the finished work.
Bring the yarn to the front of the work (as if to purl), and slip one stitch from the left needle to the right (again, as if to purl). Then, turn the work over. The yarn is now again at the back of the piece and the left and right needles have changed places. Bring the yarn to the front, and slip one stitch from the left to the right needle. The wrap and turn is now complete; if the next stitch is a knit stitch, remember to return the yarn to the back of the piece before beginning.
It's important to note that unless you leave the wrap fairly loose, it can still pull a hole into the piece.