Though there are many ways to lock up (the Dread Mama Book talks about many of them) the method I prefer the most is the two-strand twist method. This is where you take two sections of hair and twist them together, like braiding but using two sections of hair instead if three and twisting them together. When you get to the very end, braid the ends together. If you have thick hair they will hold on their own, if not, try using small clips or bands.