First you need to get some sparklers, all kinds will work well. The best time to take the picture is at night so you can see the sparkle. You might need experiment with the shutter speed. To get the best picture if you finish "drawing" you picture keep going over it so you don't have this long trail. Also if your doing your name you need to do it backwards. Also don't turn if you need to take a step, or it wont show up.
Step 2: Mistakes
There will always be mistakes with open shutter photography. Check them out. The first one was supposed to be Lisa but it got jumbled so it looks like Lois or Love. The second one was supposed to be a horse but it got a little messed up. The third one was supposed to be a flower but the pettles shifted a little. And the last one is just kinda cool.