Currently in the tree you edit online the option to attach two people who already exist in the tree is not available. http://www.myheritage.com/help/2008/11/how-do-i-show-one-person-in-two-locations-in-my-online-tree/en/
However, we will release a new version of the online tree editor very soon and this functionality is included in the improvements.
It is possible to use our family tree software, Family Tree Builder, to perform the operation, but it takes a few steps to move your tree. Have a look at this FAQ item to see if it's worth your while to convert your tree in order to use the attach feature: http://www.myheritage.com/help/2009/03/how-do-i-transfer-my-tree-from-my-online-site-to-family-tree-builder/en/
Here's how to use the attach feature in Family Tree Builder: http://www.myheritage.com/help/2008/11/how-do-i-show-one-person-in-two-locations-in-family-tree-builder/en/