1. 60 feet of 3/8" cotton rope. You can get soft cotton rope from Knot and Rope supply by the foot: http://bit.ly/19S5x0k
I also buy it by the spool (400') from Koch on Amazon: http://amzn.to/ZZ0aeb
The Koch rope is twisted tighter which can be good for some purposes. In this case, either would do fine.
2. Two lacrosse balls. They can be used or new. I suppose tennis balls could be used, but they are a bit bigger.
3. Cardboard. An old cereal box is perfect. We'll use this to make a mandrel to tie the knot around.
4. Duct Tape. You may also want some clear tape for taping the knot grid to the mandrel (see step #3).
5. Pins. In some of the pictures you'll see that I'm using threaded pins that I got from knottool.com: http://knottool.com/th_tubes.html
. T-pins are actually a bit easier to use and more accessible!