Here is another seemingly self explanatory yarn thing but I had to do some research to find an easy way to do it that 1) didn't end up in a tangled mess and 2) wasn't so complicated I'd have to bookmark the link and boot up my computer every time to relearn the process.
Here is what I came up with:
Start by holding your winding hand open with your thumb and forefinger extended. Take the yarn to be wound and drape it over the open hand from back to front between the thumb and finger leaving about a 6 inch tail behind your hand.
Loosely wind the yarn around the thumb and finger in a figure eight pattern about 30 times, the exact amount isn't important but you don't want to do it too much or when you're finished that part will pull out of the ball and leave a large hallow space.
Pull the figure eight winding off your thumb and finger and pinch it together leaving the tail still trailing down behind your hand.
Now, simply start winding and turning like this: Wind at an angel from the lower part of your thumb to the top of your thumb about 20 times (again, the exact number isn't important) turning the ball on your thumb about a quarter each time after wrapping. Be sure to keep the tail positioned behind your hand.
When you are done, tuck the end into the last few wraps. Pull from the inside string to start. The figure eight part will loosen up pretty quickly and may pull out in a little yarn blob. Now you see why you don't want to make that part too big. But, too small may not leave enough room inside the ball to pull the rest. You can play around with the amounts.