-3"x12" piece of felt
-hot glue and gun
-fold your piece of felt in 1/2 (hot dog style) and pin it. But if your a "non" pinner, you can just fold it and sew it together.
-sew the ends together
-cut 1/4 snips all the way down
-roll it up like your making a cinnamon roll (make sure to glue so it doesn't unravel).
add a little circle of felt to hide the ugly mess of glue in the bottom
-add a clip or pin or something