You need pretzel dough and baking soda (see http://www.instructables.com/id/Perfect-Soft-Pretzels for recipe for pretzel dough and baking soda bath). You also need course salt, your favorite kind of hotdogs, and a little melted butter (or margarine).
Step 2: Dry the Dogs
This may seem a bit odd, but place all the hotdogs on some paper towels and roll them a bit to dry them. The dough will stick better that way.
Step 3: Roll 'Em and Wrap 'Em
Roll out a strip of dough, about 12 to 18 inches depending on the length and thickness of the hotdogs. Smash the rolled up dough flat. Start at the end of the hotdog and roll it around until the whole length of it is covered. Tear off any excess dough. Pinch the ends a bit to hold them together.
Step 4: Give the Dog a Bath
Dip each wrapped hotdog in the baking soda bath and place on a piece of waxed paper so the excess water can run off. Sprinkle with the coarse salt. Move them to a greased baking sheet and let sit for 15 to 20 minutes so the dough can rise up again. Go ahead and preheat your oven to 350.
Step 5: Bake And Eat
Place the pan in the oven on 350 for about 8 to 10 minutes, until golden brown. Brush with melted butter. These are great fresh, but can also be frozen for a quick snack or meal later. I usually make a whole batch and freeze them for when the kids are hungry after school, etc.