Here are step-by-step photos for making continuous string heddles.
I always use the same yarn for the heddles that I use for my warp. A lot of my indigenous weaving teachers use nylon thread or cord for their heddles as it is less abrasive on the warp. I dislike using nylon but you should experiment and find out for yourself which kind of heddle string you prefer.
I wound a warp for double weave for this demonstration which means that each heddle will be holding a pair of warps. Normally each heddle controls a single warp. Whether you are using doubled or single warps the method for making the heddles does not change. A video of the process can be seen at the end of this series of step-by-step photos.
For double weave, your cross will look like this. Remember that in this technique you are using doubled warps. The all-black warps will form the black border. You have one white and one black warp in pairs in the area where you will weave your motif.

Make a slip knot in the end of the heddle string and place it on you heddle stick. Leave a long tail as shown.

Moving on.....heddles have been made around the 1st and 2nd warp pair and the heddle string is being pulled up to make the 3rd heddle.

Slip the loop on the heddle stick and adjust its length by pulling on the end of the heddle string. Once you have the length correctly adjusted, anchor the loop on the stick with your left forefinger before making your extra twist to secure it.
Here is a video of the process from my article Backstrap Basics on WeaveZine.
Simple string heddles without a stick for narrow warps can be made following the step-by-step photos in my article Backstrap Basics on WeaveZine.
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[...] Tutorial-continuous string heddles Posted by: lavernewaddington | January 9, 2010 [...]
By: Backstrap Weaving-Hotpad and Heddles-more double weave « Backstrap Weaving on January 10, 2010
at 5:22 am
HOLA GRAN TUTORIAL,ERES MUY GENEROSA,POR COMPARTIR TODO TU TRABAJO ,VIDEOS .ESPERO SEGUIR CON ILUSION TUS PROYETOS.SALUDOS ..DESDE ..CHILE
By: HERMINDA on January 25, 2010
at 12:25 am
Hola Herminda y bienvenido!
Gracias por visitar y espero que vuelvas!
By: lavernewaddington on January 26, 2010
at 3:00 am
[...] Tutorial-continuous string heddles Posted by: lavernewaddington | February 5, 2010 [...]
By: Backstrap Weaving- A Word or Two on Warping. « Backstrap Weaving on February 5, 2010
at 2:15 pm
The extra loop is brilliant! My navajo loom has been driving me crazy because the string heddles kept getting uneven. I had been taught to just pull the string through, twist, place it on the stick, and move on. The extra loop keeps them all locked in place beautifully. I can weave faster and much more enjoyably. I also love your site – the amazing work that can be done with such simple tools is so inspiring.
By: Anne Claflin on July 7, 2011
at 10:21 pm
I am so glad it helped. It was actually my Navajo teacher who taught that to me! Thanks for visiting.
By: lavernewaddington on July 8, 2011
at 12:31 am