I tried my hand, err... arm at Arm Knitting today. It's actually very simple, it just looks messy to begin with. You can just search "arm knitting" on youtube and a find a ton of tutorials.
Katie was my model and thought it was pretty hilarious to roll her eyes and spoil the picture. It's prett big on her; it fits much closer/tighter around my neck. I think next ime I'll try it with a thicker yarn too.