If you don't like Marinfaw's method which is the traditional method try this. Get a braided serving, I use a crown serving which is slippery and strong. I use a soft bow string wax to wax the loop and the string where the loop is going and then use six turns over top of the loop then cut off just enough. I've found that its better if you put only one third of the tag end through the pulling loop and then yank it through. Then I use brake clean or alcohol to remove some of the wax then use liquid crazy glue to where the tag end goes under the serving.
I use both the brownell and bcy crossbow serving. The bcy is called kite cord. You don't have to use these serving material. I've found that others at least .026 or thicker works ok (but not as good) and I suspect that you can lighten the string if you use a thinner and lighter serving for more speed. On a vert bow it makes a good difference when you lighten the string. I could only imagine that its easier on the limbs as well.
One thing to keep in mind. Serve the string so that when you twist the string to adjust brace height you tighten the serving.
Oh yeah, you just have to hold on to the string with your hands to stop the string from twisting like crazy when you wrap your serving.