Have you been crocheting the rounds together as you go? And have you been crocheting the rounds on the second strip to the first strip as well? Could you be a little more specific about what it is you don't understand?

You should have attached the squares as you made them as the directions explain. [If you did not, you will need to sew them together somehow]So now you have a plain large blanket of granny squares. Now you need to do the border, which is quite pretty and easy too.

Join the yarn in the top left corner chain space of the afghan. Chain 4. *(make 1 single crochet in the next double crochet. Chain 4. Skip 3 double crochets) and do this twice. *Repeat from the * 9 more times. Then do-- **(1 single crochet in next double crochet, Chain 4. Skip 3 double crochet) twice. Then do--1 single crochet in next double crochet. Chain 4. 1 sc in chain space. Chain 4. 1 single crochet in same chain space[you made the corner]. Chain 4** Repeat from * to * 7 times. Repeat from ** to ** once. and so on. Does writing it out this way help?

Oops, I left something out in my hurry.
Here is the correction--

Join the yarn in the top left corner chain space of the afghan. Chain 4. *(Make 1 single crochet in the next double crochet. Chain 4. Skip 3 Double Crochets.) and do this twice. Now what I skipped--1 single crochet in next dc. Ch 4. (1 sc in next chain space. Ch 4) twice* Repeat from * to * 9 more times. **(1 sc in next dc. Ch 4. Skip 3 dc. ) twice. 1 sc in next dc. Ch 4. 1 sc in ch sp. Ch 4. 1 sc in same ch sp--you nave made the corner. Chain 4. ** rep from * to * 7 times. Rep from ** to ** once. etc.