After cutting to length, I cut 45 degree angles on each end using the table saw, and then attached them using wood glue and a long screw from the side (just like a picture frame)
I then measured were I wanted the string attached at and drilled holes through the sides. (don't forget to take into account the bottom images when measuring for the bottom) I also drilled holes through the top to attach the mounting string. After drilling all the holes and sanding smooth I then applied several coats of stain. I used 4 parts Weather Oak mixed with 1 part Special Walnut, both made by MinWax.
The sting I used is hemp twine.
For the clothes pins, I got some from my wife but they were brand new. That wouldn't work for this look. So I first applied a couple coats of the stain I used for the frame and after that dried soaked them in Muriatic Acid for several minutes (Please read and follow all safety instructions when using Acid) and then took them out, wiped off and soaked in a bath of Hydrogen Peroxide, White Vinegar and Salt. This will rust the hinges up real nice. Then dry them in the oven set at 250 degree F.
To mount the pins I strung the twine through each spring on the clothes pins and then ran through the frame and stapled to the backside. The top twine was threaded through the top holes and tied large knots to keep from pulling through.
Find the perfect spot on your wall, hang some great pictures and enjoy!