This can be done with wet or dry hair and can be twisted to the bottom like a french braid or done with just a portion of the hair and then pinned back. (Note the changes in expression of my victim model.)
So there's your photo tutorial. One thing to note that may not be obvious in the pictures is that each time you collect hair and add it to the rope you MUST twist it tightly within that strand, before you rope it and collect hair into the next strand. At the bottom, twist your strands several times (by hooking your finger around the strand and twirling) each time you rope it. This will make sure your twist stays tight all day :)