Make your hair into a pony tail, and hold the hair with your left hand, keeping the hand some distance away from the head. Now with your right hand stick the hair stick in horizontally, about one third of the hair below and two thirds above the stick.
Hold the hair stick steady and with your left hand move back a little, then up and forward and then down again, winding your hair around the hair stick. You can do this as many times as you like, experiment a little as to what will look best on you. My hair takes three turns, and at the time of writing this it is about arm pit length.
When you are done winding, don't let go of the hair! Start rotating the stick counter clockwise until the tapered end points up. Don't let the hair go just yet, you can loosen it a bit as you go now though. Slowly flip the stick over, keeping the tapered end in touch with the center top of your head, and making it point down. Now gently slide the stick down through your hair.
If it is too tight, you will have to keep a little bit more distance between your hand and your head. Here is a picture of this style on me.
The stick and clip-on can be purchased at Many Horses. There is no video that I could find of this style, but there is a source where I learned this from that has pictures of how to do it.
Good luck!