You need a small square of card - say 6-7cm square with a small hole in the middle.
Thread the hair you want to braid through it and clip the card to the hair at the scalp.

Then you need lengths of embroidery silk in however many colours you want - about 4 times as long as the hair you're going to braid.

Tie them all at the top of the hair one at a time really tightly so they don't slip.

Then take the hair and remaining colours in one hand and wind the colour you want to use around all of it down the hair.

When you have enough of that colour end it with a half hitch to keep it tight and start with the next colour adding the first colour to the colours and hair inside.

If they get really clever they can do criss crosses up the colours by finishing one colour and then taking a colour up on top and back down in a pattern and finishing with a half hitch.

You can add beads as you go along - they are best threaded on all of it and then tied in place using one of the colours.

The card will either slide off or you can cut/tear it off - I usually use cereal boxes

Metallic threads are good in amongst it all too.

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