Here's the video, for any that want to watch. Jenny W., you KNOW you want to :)
I pulled the loom out from under the Christmas tree and assembled all the smaller parts. That's when I noticed one piece was missing: the threading hook. Yesterday I made do with a piece of cardstock cut to size, and later a tiny crochet hook. Today, Adam is making me a threading hook from a flat piece of copper. It's pretty.
I never knew that yarn is what you load a loom with. This particular loom uses yarn slightly lighter in weight that most of the worsted weight yarn we knitters use in the U.S. I bought 3-weight yarn (baby yarn), also called D.K. yarn in England, Australia, and New Zealand, where this loom was made.
Okay. I clamped the loom to one side of my table.
Some photos of the fully-threaded loom: