Impress your friends that have no faith in you that, yes, you can indeed draw a dot and a ring around it, without connecting them and without lifting your pen (or pencil).
Step 1: Get Paper!
Find a piece of paper. If possible, find the girliest piece of paper around, like I did.
Step 2: Grasp Pen (or Pencil)
Hold pen in your hand with the cap removed.
Step 3: Make the Dot
Put pen to paper and draw a little dot.
Once you put your pen onto the paper, DO NOT lift it, this is the whole point, remember!
Step 4: Grab a Corner
With the dot drawn and the pen still in contact with the piece of paper, grab one corner of the girly piece of paper with your other hand.
Step 5: Fold Down Corner
Fold the corner of the piece of paper so that the edge lies directly next to the dot.
Step 6: Here's the Mind Boggling Trick Part
With the corner of the paper right next to the dot (you should STILL have your pen on the paper, on the dot), draw a line onto the corner away from the dot.
Step 7: Here We Go...
With the pen still on the paper, and a line drawn away from the dot, begin drawing a circle around the dot.
Step 8: Move Corner Out of the Way
As your pen leaves the corner of the paper, move it out of the way and finish drawing the circle
Step 9: Look What Cha Done!
When you've completed the circle around the dot, now you've drawn a dot with a ring around it WITHOUT lifting your pen. Hopefully this restores your friends' faith in you, or they'll just make fun of you and your choice of girly paper. Congratulations!