You then fold a strip in half and tie loose knots all the way down, finishing with a tight knot at the end. You need loose knots so that you can thread more strips of fabric through later. It's not important to make sure each one has the same number of knots but more or less the same is fine as I'll explain later.
To grip it, I simply held the folded end in my teeth and tied the knots. ;) You may want to hook it over something.