Step 2: Getting to know your Multimeter - Settings
Situation Awesome - You have a continuity check mode on your multimeter: If your multimeter has a continuity check mode, then things get very easy. In the first picture below, you will see my multimeter set to the beeping continuity mode. There are two symbols on that point: one for diodes, and the 'sound' one showing the beeping continuity tester. If you have a similar setting on your multimeter, or even a weird marking you can't identify, try it out.
When the multimeter is on and in this setting, and the metal ends of the two probes are NOT touching, there is no sound and no buzzing from the multimeter. When the two probes are touched together, the multimeter will will turn on the small red LED and emit a high pitch buzzing sound. This indicates there is continutity.
Situation Normal - You have to use Resistance to check for continuity: Most meters don't have a continuity tester, but they do all have a way to test resistance. The unit of measurement for resistance is the 'ohm', and the symbol for ohms is the uppercase omega. Your meter should have either one dial setting for resistance (auto-ranging meters) or multiple settings for resistance with a particular resistance listed at each setting. This number is the maximum resistance that can be read by that setting. For what we'll be doing, we're be dealing with very low resistances. If your meter is auto-ranging and has only one setting for resistance, set the meter there. If your meter has multiple settings for the resistance, choose the LOWEST one available. On my multimeters, 200 Ohm is the lowest setting, and the one I use for checking continuity.