If you know how to braid and want a quick video, here you are!
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Signing UpStep 1Learn how to braid
If not, there's an instructable about it here and I will cover it briefly in pictures.
Braiding is basically putting 3 ropes side-by-side, and alternately taking each outside rope over the middle rope.
I remember what to do because there are always two ropes that are close together in a 'V' shape and one that is all alone(Picture 2). The lonely rope wants to be with the others so he goes over the middle rope, splitting the other 2 apart, making a new 'V' shape(Picture3).
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It kept together for me, but I imagine it depends on what material you use. If you use a smoother rope, You could either melt the ends together (if it melts) or just tie it off with a Sheet Bend or a Square Knot.
Let me know if it doesn't work, or if you have anymore questions.