Practice the beginning and ending tails of each letter. This skill is addressed when each letter is first taught, additional practice on the tails helps when connecting multiple letters.
Write each letter without lifting your pen. The only exception to this is when dotting lower case i and j, crossing the letter t and completing the cross of the letter x.
Practice combining two letters at a time. Do not pick your pen up between letters and work on starting the tail of the second letter where the ending tail of the first letter stops.
Write your letters slowly if you continue to have difficulty with smooth cursive connections. Slowing down will give you time to think about your next stroke before writing.