People use "lulav holders," or "koisheles," small containers of woven lulav leaves to hold their lulav sets (lulav + hadass + arava) together, as seen in the picture below.

My father showed me how to make "lulav rings," those rings that hold the koishele (if that's what we're going to call it) together (not shown in the above picture), but those are pretty easy to make.
How does one weave a koishele out of lulav leaves?