Summarize this article:

Divide your hair into even sections. Section your hair according to the size you’d like the lock to be. Begin to section your hair into squares.  One to two inches (2 ½ to 5 cm) for each square is usually a good size. If you wish, you can secure each section with a rubber band when you are finished sectioning. However, this is not necessary and can be more time consuming. Using a comb, begin to twist each section clockwise. Snag and twist the hairs once you reach the end of the section. Continue this process until you have twisted every section of your hair. Wax each section to hold the twists.  You can do this when you are completely finished twisting, but it is better to do it as you finish each section. Use a thicker wax that does not contain petroleum to begin with.  You can use rubber bands at the roots and ends for the first couple of weeks. Thicker wax is best to begin with because it holds the shape of the locks better than a thinner wax. Twist your hair into shape regularly to help the locks form and keep the shape. You can use a thinner wax once the dreadlocks begin to mature. A thinner wax is used more for fragrance and shine than holding the locks into place.

Summary:
Section your hair. Twist each section. Use a dread wax. Maintain the new dreads.