Go to the community's user information page, which for the pen-pal community would be:

http://www.livejournal.com/userinfo.bml?user=penpals

At the top of that page, you'll see this:

Below is information about the "Pen Pals" community on LiveJournal. To join this community, click here. You may leave the community at any time.

Clicking on the link will take you to http://www.livejournal.com/community/join.bml?comm=penpals where it says:

Press the button below to join the "Pen Pals" community. Uncheck the box below if you want to join the community without seeing community entries on your friends page.

That's all it takes!