This puzzle is an example of the game that we were making using simple tools from father's toolbox and regular paper clips (bureaucracy provided infinite supply of paper-clips so they were quite easy to get),
(paper-clips and tools shown are not authentic although quite as regular and rusty)
Step 1: Straightening the paper-clip
Use flat part of pliers to make it straight where it was rounded.
Step 2: Ring
If it's not flat, use flat part of pliers to flatten it.
If it's too small, evenly press along it's length with pliers and it'll become bigger.
Don't make it too small (at least a quarter of the inch), but not too large either - see next step for proportions.
Step 3: Make one more ring
Then tighten the ring up slightly squeezing it with pliers.
Make another ring just like first one on the other end of the wire so both rings are in the same plane and the whole part can lie flat.
Step 4: Make another one and bend it as a bow
Bend second figure to make a bow with it's rings on the ends facing each other.
Step 5: Insert straight one into the rings of the bow
Make sure rings on the bow don't let straight part get away.
We've made first part of the puzzle.
Step 6: Making The Heart
First we need to straighten third paper-clip and bend it slowly with fingers into U-shape.
Then squeeze it with pliers to make it narrow, but avoid a sharp angle.
Step 7: Making letter M from U and S
Then grab another wire and bend it in the opposite direction so the face the same way.
Now if they didn't bend equally, use pliers to adjust.
Then slowly pull long tails in the opposite direction to get letter M (actually it makes anti-M - the outer strokes are diagonal and inner ones are parallel).
Step 8: Bend long ends to cross each other
Use pliers to give the part symmetrical shape.
Step 9: Twist the ends to make a handle
When it becomes hard to twist wires with fingers, use another set of flat pliers, make sure you hold on first pliers tight or it can start to bend the part above the handle.
Step 10: Cut the uneven part of the handle out
Now, through the cuts into the garbage - it's very bad feeling when you catch them in the carpet with your bare feet. It also dangerous for small kids and they can die if they swallow them.
The second and last part of the puzzle is done.
Next step is the puzzle itself.
Step 11: The Puzzle itself
Two parts, "heart" and "bow" are separate, the goal is for heart to hang on the bow - see the images.
Try to solve the puzzle yourself before you read further.
Step 12: ALERT
Step 13: SOLUTION
Step 14: Variations
Feel free to experiment - after all it only takes three paper-clips.