Open both projects.
Go to the "Window" menu in project and select "New Window"
In the dialog box that comes up select the projects that you want to link.
Now they will be both open in the same window and you can link by dragging
and dropping or by using the link tasks command.
When you are done, switch out to both tasks, save them, then close the new
window. You don't need to save it unless you want.
-Jack