With a knot!
That may sound prickish but I am serious. There is a good instant download on Penguin that teaches how to tie loops.
The Million Dollar Knot is it's name. There is also a machine that helps makes loops, I forget it's name because I generally just tie my own using my wrists. One problem I had though when I started tying was that the knot kept slipping free. So tie as many knots as you can muster before frustration makes you break the loop
Also a lil tip about tying your own loops, I use a microscopic amount of "super glue" on the knot. Keeps everything firmly in place.