I had seen this idea floating around Pinterest, so I decided to give it a shot. When I tried the way I found, it was sort of hard and my hair really didn't look that good once I took the sock out. So I modified the process & turns out - much easier and the locks looked real nice! So, here is a very rough tutorial of my little method. It is very easy, literally takes about 30 seconds to do!
So, there you go! Except for the last photo (taken by MB, thank you!) I took the others, hence the kind of strange angles... tough to photograph your own hair! Ask me any questions, not to sure if that was clear, but it's the best I could come up with!