Just talk to Seneschal Varel about Velanna's joining and she will become a Grey Warden. Note that this can be done at any time after she joins your party--although for story purposes it does not make sense until the Silverite Mines are completed and she *asks* to become a Warden.
Bug! If the Blackmarsh is your last area to finish, complete Velanna's joining beforehand, because the completion of the Blackmarsh will provoke the final quest, The Assault on Amaranthine. You will not be able to talk to Varel about having Velanna becoming a Grey Warden because he is busy with other concerns. This is true for Sigrun as well.
Bug! If the Knotwood Hills is the last area to finish, you will not be able to complete this quest for the reasons given above. A possible fix for this is to recruit Sigrun, proceed through the ruins of Kal'Hirol until the end of the Trade Quarter, take the exit as opposed to the stairs to the lower levels, return to Vigil's Keep and have both Sigrun and Velanna undergo the Joining together.