Hey Sammy,
The easiest indicator to attach is a small piece of foam. You can buy them precut or can get a sheet of foam at wallmart(in crafts section) that has adhesive backing and make your own for about a buck. You can make your own yarn indicators with polypropylene chord( available at most hardwares). You separate out the strands and comb them with a fine comb(dog flee comb works). You can affix them with an o ring (plumbing section hardware). Loren Williams has a great tutorial on his website that tells you how to make these. Attaching the o rings jobs is easy. You poke a loop of leader through the o ring, them pull the loop over the line and let go and tighten. To attach a piece of yarn, just make a loop in the leader, reach through that loop toward the fly and pull a loop of leader through the first loop. Yarn goes through the second loop. pull on both ends of the leader and voila the yarn is attached. To move it push on the leader on each side of the yarn and the loops will open up allowing you to remove the yarn. Hope this helps, it is alot easier to demonstrate than describe. Regards, Frogge.