First you need two double-pointed needles. (I quite often use double-pointeds anyway for my little knits. They are lovely and short, which I find really handy, and I still don't feel completely comfortable with the magic loop technique.)
|I've cast on three stitches here|
|Knit these 3 stitches|
At this stage don't turn your work as you would normally.
|Then slide your stitches to the other end of your needle.|
|Pull the wool across behind fairly tightly, and then knit these stitches again.|
|This now has two rows.|
|Just repeat these steps, and you will have an icord|