I use macrame knots in my hair falls. If you don't know how to do macrame knots, leave a comment, and I will post a link to a great tutorial, but I can't find the link right now - I will have to go hunting for it.
Oh! Found it! Here: http://www.elainecraft.com/instructions/instruc.sq.html#squareknot
I started out with the basics - wool in purple and black, and cowrie shells. I was going to thread on some silver beads as decoration, but realised that the holes on the beads were too small for wool - I would be better off using them with embroidery floss.
The shells were a bargain - $11.00 (AUS) for 150 of them! I ended up using 66 of them for this, but I guess if you want longer falls, or more heavily decorated, you could use as many or as few as you want.
I use two strands of each colour, doubled over. I find that using two threads through each cowrie shell makes the hairfall thick enough that the shells sit nicely over each other, and don't twist when I tie the holding knots.
So, cut four pieces of wool, a little longer than double your desired finished length. Fold them in half and make sure the ends are even(ish). Cut another one of each colour extra, as this will be used as the twisting thread for the end, and the knotting thread for the shells.
With the four main threads, find the middle and mark it with a marker pen. It doesn't have to be dark, just enough so that you can find where the middle point is.
Now, grab one of the extra threads and knot it around the main threads, about two centimetres or so from your middle mark (which you can see very faintly to the right of the knot in the above picture). You can have it further away if you like - this will mean you will have a bigger end loop to tie to your hair.
Now twist the extra wool around the main four threads until you have covered over the middle mark and about 2cm or so over the other end (so about 4-5cm in total) and then knot it at the end so that it doesn't unwind.
Now pick up the middle and fold it over to form a loop like this.
Use the extra thread to knot together, and then do a square knot (I think that's what they're called!!) to really secure it tightly.
Now, find a way to secure your loop. I am lucky enough that I have a table with a hole in it just big enough to fit the top of my seam ripper in, so I put my loop around that and work from there. But I have, in the past, put the loop over my big toe, or pinned the loop to my jeans, just to give myself something that will keep tension in my threads as I'm working.
I have a perchant for plaiting, and I tend to plait rather than wrap my hair falls, but it is really up to you. The above is a 4 strand square plait. If you want, I could do a whole tutorial just on how to do that, because I have no links for it. Anyway...
After plaiting (or wrapping), knot off the ends with a square knot.
Now comes the fun part - playing with the shells. Push the extra threads out of the way - they will be used for knotting, and you don't want to get them confused with the other threads.
I use a toothpick to push the wool through the top of the cowrie, because seriously? It is the easiest way to do it. Especially as I thread two bits of wool through at a time.
So do this to all four sets of main threads. Make sure the thinnest end is to the top, and all shells have been put on the right way.
Now, bring all of the threads together, and push the shells up the threads.
I find it easier if I push up one opposing set, and then the others.
So from the top, it should look like this. See how the shells sit so nicely together? It's because I used two threads for each shell. Trust me on this.
You can also see the extra thread on top.
Now, pull the extra thread between the shells...
And knot. This is the half knot - make sure you do a full knot to keep it really secure. And tie it tightly, right under the base of the shells.
Then thread on your next set of shells, and push them up. Try to get them underneath the first set as close as possible. Then tie them off, too.
Continue until you have your first "set". My sets tend to be 4 lots of 4 shells.
Then repeat the process. If the silver beads were big enough, I would have threaded one into this plaiting bit. and maybe just after the knot. At then end of the tutorial, I will post links to other falls that I have done where I have done just that.
Begin your next set.
If you need to change extra threads, the best time to do it is after knotting a set of shells, because the join will hide under the shells. Tie the knew thread onto the main threads, and then cut the old thread. Tie the new extra thread in a square knot to cover the severed ends and to make it secure.
(you can see here the new black thread being tied over the old purple thread.)
Once you have finished plaiting and threading as many shells as you want, you will need to finish off the end. I have chosen to add a little "tassel" to the end, just to add some bulk.
So, grabbing some more extra wool, I folded it in half a couple of times until I had the thickness I desired.
(sorry for the poor quality photo!) Keeping the extra threads out of the way, I divided up the main threads into two groups, and knotted them around the middle of the new bunch of wool. Then i knotted the new bunch of wool, to make certain that it wasn't going to move anywhere.
to finish off the top of the "tassel" bit, i threaded the cowrie shells onto the extra threads, then ran the thread out through the bottom of the opposing cowrie. Then I square knotted it to keep it secure.
And There! you have your hair fall. Cute, isn't it?
I hope that this kind of makes sense. If it doesn't please, let me know, and I will try and clarify my meanings.