Inflate your balloon and tie off the end.
Dip your needle in mineral oil, olive oil or petroleum jelly and smear the lubricant along its entire length.
Insert the needle carefully into the balloon at the end opposite the opening, where the surface is thickest. You will see the needle pass through the balloon. You even can push it out through the other end, near the tie.
Place a small strip of tape on the side of the balloon.
Push your needle through the strip of tape and the side of the balloon.
Remove the needle. The tape should hold the material of the balloon together, preventing it from popping.