Working with Polymer Clay....?

How do you make baked clay stick to unbaked clay? See I found this tut on the net about how to make a clay cane. It said to bake it then cut it up. So I did. Only problem is how do I make it stick to my unbaked clay now. Its not wanting to hold together. Is there a certain way of doing it. Do I have to use anything special to make them stick or have I waisted a bunch of clay and it wont work all ready baked.