Here is how:
1. Inflate exercise balls to their normal capacity. The hand pump worked twice as fast as the foot pump.
2. Determine the length of the fabric by laying the fabric out on the ground and line the balls up in a row on top of it to see how much fabric you will need. I used about 2 yards.
3. For the width of the fabric simply make it the diameter of the ball or the width of the ball. You want the fabric to have to stretch into place.
4. Flip the fabric inside out and seam the long end using a zig-zag or lock stick if your machine is capable. If you use a straight stitch the stretchy fabric will bunch up and even pull out of the stitch. Doing multiple passes is not a bad idea because there will be a lot of strain on this seam.
5. Flip the fabric right side out and stuff the balls into the "tube" of fabric you just created to check and make sure the width and length of the fabric are going to be okay. If the fabric is baggy and not stretched to its limit you may want to do another pass on the sewing machine closer in to make the fabric tighter.
6. Take the balls out of the fabric tube, flip the fabric inside out again, and seam one of the ends of the fabric tube.
7. Reload the balls and seam the other end of the fabric tube creating a closed tube with the balls inside.
8. Now the main body is done and it is time to decorate. I had fun searching images of caterpillars to see what I wanted to do for added decoration. (face, horns, rings, feet, etc.)
When you are all tired out from jumping and playing just tie the two ends together to create a little nesting place to rest. (see photos)