Here are Kathy Morgret's instructions for knitting on your fingers. I tried it with three strands of yarn and ended up with a nice boa:

http://www.forumsamerica.com/site/features/feature.aspx+Forum+Crafts+ArticleCode+2251

I don't know if the link will work, but if not it's under Features and it's Article #2251.

Wow I remember doing this as a kid. It never occured to me to do it with 6 pieces of yarn though. The finished product looks great. I may just have to pick it up again.

Crazy! (In a good way.) I'll have to try that. And you'll never misplace a needle, either! :)