It is recommended, though not required, that you stiffen your glove with some cardboard. Depending on the stiffness and elasticity of your gloves this may or may not be necessary.
If your gloves are already very stiff and springy, skip this first step.
Cut a rectangle of cardboard approximately the same dimensions of your glove.
Cut out an outline of the glove.
Bend the cardboard into shape so it can be inserted into the glove (baby powder can help). This will stiffen it and help the fingers spring back into shape.
Mark placement of holes on wrist
Poke holes with tweezers or something else pointy.
Push fishing line through holes.
Thread 5 short sections of coffee straw (or pen tube cut to length) over fishing line and into the holes in the wrist. This will allow the string to slide freely back and forth.
Poke holes through the tips of each finger.
Thread fishing line through these holes.
Use tape or a knot to keep the line from pulling back through holes.
Leave the fishing line going through the fingers long, it can be tied off and cut to length once everything else is attached.