We discovered some patterned duct tape at Walmart and used that when we made our own at home. It's great to have home-made ones because you can use them with a large group and even have older kids make their own tubes.
The knitting itself is very easy. You just tie the wool on (we discovered you have to use regular wool, not thick wool), loop the wool around each one of the popcicle sticks, then put the wool on top of the loop and lift the loop over the line of wool. Some very clear instructions about how to do the knitting can be found here at Craftinsanity.com.
Keep doing that over and over, pulling tight until all the wool is used up. My only question is, what to do with the knitted tube when finished?
I think my favourite idea so far is to make a knitted cactus!:)