Step 1: Getting Needles and Getting Started
First pick out your needles, the bigger the needles the bigger the stitches will be. In the episode Corinne uses size 11 needles. Next pick out your yarn.
Once you have your needles and your yarn, you're ready to cast on. Take the end of your yarn and pull it out until you a have a little bit of a tale. Make a slip knot by crossing the yarn over your finger and then pull the tale through to create a loop. Put one of the needles through the loop and pull on the tale to tightened but not too tight. Now wrap your finger around the yarn (not the tale) and pass the loop from your finger to the needle. Repeat this many times using your index finder. The amount of loops you make determine the width of your piece. But keep in mind you won't be able to see how wide it will really be until you've knitted the first row.
Step 2: The First Row
Now you're ready to do the first row. The first row is the hardest so make sure to take it slow and keep it loose. Put your other needle through the first loop making an X with your needles. Now take the yarn and pull it down through the middle of the X. Then using the second needle, pull the yarn through the loop and off the first needle. Repeat this until you get to the end of the row. Then repeat and make many many more rows until your project reaches it's desired length.
Step 3: Casting Off
To cast off or end the piece, do two stitches then pull the first loop you made over the second and off the needle. So you have only one loop on the needle. Repeat this process until you've reached the end and make sure to keep it very loose. At the end pull that last loop through so it becomes very long and cut the yarn. Then pull all the way through and pull tight. And your done! Good Job!
For more information about knitting check out the book Knit Knit, by Sabrina Gschwandiner. The book profiles a lot of knitting artist and their awesome and creative designs. And don't forget to watch the Thread Heads episode for the full How-to!