[Quiet Man Cometh]

Easy peasy. :).

Cut out two carboard discs that are DVD shaped (hole in the middle and all that) roughly the size of the ball you want.

Take yarn, wrap it around the discs through the hole and around the outside over and over again, and again, and again, and again.

When done wrapping, tie off the yarn and cut along the outside of the ring.

Tie another piece of yarn so that it slides between the two discs (that you can see now because you cut around the edge) and ties all the threads together.

Pull bundle off of cardboard and then fluff. :).

Fun to add eyes and feet, too. ;)