I finally did a video knitting an i-cord.
After casting on 3 stitches, move them to the left needle, knit the 3 stitches and move them back to the left needle, repeat. This causes the yarn to wrap around into a tube.
Go to this link to see my YOUTUBE video.
If you don't know how to cast-on or how to hold your yarn to get started, check out www.knittinghelp.com