Plying two or three single yarns together adds strength and balances out the excessive 'twist'.
To make two-ply yarn, use two bobbins on a lazy Kate and spin them together using your wheel or drop-spindle in the opposite direction that the single yarns were spun.
Three-ply yarn (Navajo plying)
To make three-ply yarn, use a single bobbin on a lazy Kate. Start with a loop attached to your leader. Pull the yarn through this loop and allow the resulting three threads to twist together. When the twist has almost reached the end of the loop, pull another loop of yarn through it.
Use your wheel or drop-spindle in the opposite direction that the single yarn was spun.
The great thing about Navajo plying is that you're plying a single yarn with itself, so if your single thread varies in colour along its length, then navajo plying will concentrate those colours rather than mixing them.
A lazy Kate simply holds two or three bobbins. It's easy to make one yourself from a shoe-box and knitting needles, but purpose-made wooden lazy Kates are inexpensive.
Some lazy Kates have a tensioning device to allow your yarn to come off smoothly and stop the bobbins from 'over-running'.
Andean plying is a way of making two-ply yarn from one spindle or bobbin full of single yarn, without using a lazy kate.