If you have ordered a package deal or a skein winder, you'll receive a little wooden peg. This peg goes into the first hole of one of the arms of the skein winder to secure the end of your yarn into the hole so it doesn't fall off the skein winder when you begin to wind. It also helps you remember where the beginning of your yarn is. Simply place your yarn tail into the hole, secure with the peg, and begin winding off the bobbin and onto the skein winder using either the 1-yard or 2-yard arms.