its simple and really cheap...
I also take NO responsibility for the information i am about to show...
It is for information, and entertainment purposes ONLY
Step 1: Cut Your Tube
Step 2: Pins
Next, take your pin, and put the pieces of wool onto it, just force the pin through the strands, and it will hold, trust me.
After sliding the wool to the base of the pin, force the pin as straight as you an into the backside of the eraser (the end that came off the pencil) and pull it through
Step 3: Final Bits
And how to load it, you just slide the pointy end of the dart err "pin" into the tube and blow...
And please! for the love of god and your own bodies, don't point this at your siblings, parents, room mates, or dog... (cats are free game... they claw you with pins while you sleep, why not return the favor? joking! don't harm anyone or anything....)