I find this step useful.
I use the add sibling link from the profile page.
At the bottom of the page when entering the new sibling, there should be boxes which list the parents for the first individual like this:
Father of new sibling is _______
Mother of new sibling is _______
Simply uncheck the box for the parent that is not the same, and then save the profile.
If you then want to go in and add the actual father/mother for the half sibling, you can do that on their new profile that you just created.