Perfectly possible to join a chain properly - with the correct tools. Don't try to do this with anything other than the correct equipment. The minimum you'll need is a chainbreaker and a rivet spinner, with a few spare links and rivets of the correct type of course.
Taking links out of a chain or adding links is also possible - say, perhaps if you fit a longer or shorter bar. Professionals buy their chain in long lengths and make up the chains for their saws.
wes, April 2009