Oh. My. Gosh. I love this stuff! And now, I can make it at home. You can, too!
You will need embroidery floss/twine in white and a color of your choice. I chose a classic red. Put your threads next to each other.
Twist both threads clockwise separately. You can get someone to help you with this, so that it goes faster. (Thanks, Dad!) Be sure that you DO NOT let go of a thread, or you will have to start all over again. :(
Now, take both threads in one hand, and twist them together counterclockwise.
That's it! The heart made of baker's twine is what I did for this tutorial- it's a tiny length. If you want to make a larger amount (like the amount stored on the clothespin), it's best to tie your strings onto something stable, like a curtain rod or table leg. And you'll definitely want someone helping you then.