What you need:
LED lights (real candles will probably start fires)
cardboard (like a pasta box)
wrapping plastic (the stuff that comes wrapped around cases of drinks)
fabric stiffener spray
Make a cylinder out of the cardboard (make sure your LED fits inside it!!) and tape the sides of the cylinder together.
The spray the fabric stiffener over the thread (follow the drying instructions for the product you use)
The fabric stiffener she used indicated microwave instructions for speedier drying (be sure to read your instructions!)