Making rope requires some simple apparatus which you can make yourself easily enough. The first apparatus (we'll call it the twister) is used for twisting three strands of twine (or smaller rope). When making the twister, clamp the two boards that form the handles together tightly and drill three holes through both at the same time. This will ensure that they line up. The hook/crank portion of the twister can be made from coat hanger wire. First make the two 90° bends in the center, then pass them through the holes in the handles. Finally, form the hooks on one end and the other 90° bend on the other. (This final bend prevents the crank from slipping out of the holes in the handle).
As the strands are twisted, they will tend to grab one another and twist together. To make rope, this tendency has to be controlled. This is done with a second apparatus (we'll call it the separator). It consists of a board with three holes drilled in it, forming the points of an equilateral triangle. These points should be at least six inches away from one another, and should be large enough to pass the strands of twine through.
To make rope, cut three pieces of twine about 33% longer than the desired rope. Pass each strand through a hole in the separator, then tie a non-slip loop in the end of each (a figure-eight on a bight works well for this). We will call this end of the strands the free end. Slip these loops over a hook of some sort, and pull the strands straight. Bunch the ends opposite the loops together, and tie them off, again in a loop (and again, a figure-eight on a bight works well for this). We will call this end the bound end. Make sure that the three strands are the same length from one loop to the other. Hand the bound end to a helper, then attach the loops on the free end to the hooks on the twister. Pull the twister away from the bound end (still affixed firmly to another hook) until the strands are straight and tight. Then slide the separator towards the common end. Start cranking the twister so that the hooks rotate. As you crank, your helper will allow the three strands on his side of the separator to twist together. As they do this, the helper will slide the separator towards you, going only as fast as the strands bind to one another. Be careful to keep the strands tight as you do this so that they do not bind to one another on your end of the separator. Continue twisting until the separator reaches the twister. Then tie a knot in the free end of the rope, unhook it from the twister, and slide the separator off. Tie a stopper knot, or bind the end with tape. Then cut off the few inches of untwisted strand that remain (or make a back splice). Finish the opposite end in the same manner. Voilá! You now have a rope!
Guide to making rope from natural materials and no tools. Another technique.