Wig cap Wig head Yarn Scissors Small bathroom or sewing scissors Wool flicker Clear ponytail holders (small) Maximum strength hairspray may possibly need... Metal needle (large eye) Hot glue gun Hot glue sticks
Step 1:  Put wig on wig head and mark off areas of color.  This is a tentative, not exact, guide, so don't worry about getting it perfect.
Step 2:  Cut strips of yarn approximately 9" in length (give or take, depending on how long or short you wish to make your wig).
Step 3:  Fold one length of yarn in half, and thread it through the eye of the needle.   Note: depending on the size of the needle eye, one or two pieces can be used.  I am using a fairly large needle, but after taking this photograph I found that only one length was able to be pulled through the swim cap.  Two lengths may work better on a thinner, more mesh-like cap made from pantyhose or wig lace rather than the lycra swim cap I was using.
Step 4:  Pull the needle through the cap, then pull only one side of the yarn completely thorough.  Slide your needle off the yarn.
Step 5: Tie a knot at the base of the cap.
Step 6: Using your wool flicker brush, fray the yarn until it is soft and no twisted fibers are left.
Step 7: Repeat steps 2 through 6 for each color until your wig is complete. Use longer fibers for the wig flaps and ear area (see step 12).
Step 1:  Put wig on wig head and mark off areas of color.  This is a tentative, not exact, guide, so don't worry about getting it perfect.
Step 2:  Cut strips of yarn approximately 9" in length (give or take, depending on how long or short you wish to make your wig).
Step 3:  Take two strips of yarn and knot them in half.
Step 4:  Using your wool flicker brush, fray the yarn until it is soft and no twisted fibers are left.
Step 5: Apply small dab of hot glue to wig cap and attach knotted area to glue.
Step 6: Repeat steps 2 through 5 for each color until your wig is complete. Use longer fibers for the wig flaps and ear area (see step 12).
Step 12: To create ears, take a pile of longer fibers and bunch them together, securing them with a clear mini ponytail holder.
Step 13:  Trim and style the wig using a pair of small bathroom or sewing scissors.  Since CATS wigs vary for characters and productions, it would be difficult to write a tutorial for shaping.  Use good judgment, and find as many photographs of your character’s wig as possible for reference.  It’s tempting to go scissor-happy, but cutting a little bit at a time is always wiser than one big stroke.  Feathering (similar to cutting a fringe on paper) will give the wig a more natural look than straight cuts will.  I like to cut a small triangular area away from the wig where it sits at your temples; it squares the face like authentic wigs do. When you are finished, you may see areas that need extra coverage.  You can cover these areas using extra crepe wool with a dab of hot glue.
Step 14: Use styling wax to sculpt stubborn fibers into place, then spray the wig with maximum-hold hairspray.  Let it air out for several days before use or storage.
An excellent hairspray is AquaNet Extra Super Hold, available at retailers such as Wal-Mart, hair salons, and beauty stores.  It provides a stronger hold than other hairsprays. Be sure to brush your wig as you spray to avoid droplets forming on the wig fibers.

Thank you Shadow for the photograph!