I had a hard time finding a tutorial on how to do this, and found a little bit different way. If you do it this way you don't have to change the directions you twist the yarn in order to keep it from getting all twisted up.
by Cartoon Hub
by Edgars Būmeisters
by Rena T
by Easy Art
by Jenny W Chan - OrigamiTree.com
by GearPur
by PS Art Gallery