The braid described here is called three-strand braid. It is very simple, but here are some tips for getting best results.
Take three strips of plarn. Eight or nine feet of strips at one time is fine or braid will become tangled. Mentally number strips from one to three, from left to right, then begin braiding. Pass strip three over center strip two and under strip number one. Continue this same procedure until three of four yards are braided, then begin lacing rug together.
Lace together with fishing line or dental floss & a Darning needle.
You may want to get some non skid material with "sticky back" or for you to stitch on the bottom of the rug if you are using this on wood or tile floors.