There are various cardboard or plastic bobbin schemes available, but the using bobbins results in folds every inch or so on the floss, and I don't like them. The plastic DMC bows are ugly and expensive.
For this methods, you need some rings or paper clips, and scissors, and a few safety pins.
Step 1: Wind off and cut
In a kitten-free location, remove bands from ONE skein at a time. Clip the number portion of the band and slip it onto your ring.