The idea of the clip is to clip it on your hat and shirt or other garment you are wearing. If the wind gets too strong and knocks your hat off, then it will be caught by the clips. While camping, my friend found that the clips made a great hat holder by slinging the parachord it over the makeshift clothes line that was running down the length of the tent and attaching both clips to the hat. Removing and reattaching one end allowed a quick hang of the hat.
Step 1: Items needed
Rounded needle nose pliers (or regular needle nose, but the rounded ones make a nice rounded loop)
Wire cutter - not shown as one is attached to my pliers
Small strips of paracord - 6 inches or longer
Lighter (or matches to burn the ends of the chord)
Clips (this example uses clips found at a hobby store, though similar clips are sold attached to rings to hold shower curtains) - Item shown is Darice Dangler Clips Nickel BV item 1969-99. Alligator Clips can be used, but I was not able to find ones I liked that were small enough yet had a strong spring.