Let me start with my inspiration: the lovely Erin Featherston.
It's super easy. Here is what you'll need.
1. Hair extensions (real or fake) at least 20 inches long.
2. Two elastics
3. The ability to braid.
I love the thickness of Erin's braid but couldn't find something similiar anywhere.
I personally purchased this Scunci Jaw Clip Extension from Amazon. I wasn't sure how it would turn out so I didn't want to pay a lot for it. Luckily, this was cheap and actually turned out amazingly.
If you go the jaw clip route you will have to cut the netting off the hair before starting. Once that's over though simply secure the hair from one end with an elastic (preferably similiar in color to your hair).
Next braid down to the other end and secure.
Then wear! (rocking out to Journey optional)
Now go forth and wear braids!