This ring might work better with thicker wire, but all I could find in my house was this thin wire. So, what you will need is some wire (make sure the wire is quite pliable), a flat-ish bead, round nose pliers and wire cutters.
1. Cut the wire about 30cm (double it if your wire is as thin as mine).
2. Position the bead in the middle of the wire.
3. Wrap the wire around either your finger or something round that is approximately the same size as your finger. In my case it was the lid of a nail polish bottle.
4. Wrap the wire around the bead, there should be one wire on either side of the ring.
5. Keep wrapping the wire around the bead, alternating sides, until you are happy with the size.
6. Use the ends to wrap around the ring and to secure the bead/wire in place. Make 3-5 wraps, then cut the excess off and use your round nose pliers to tuck the ends in.
7. Repeat the last step for the other side.
P.S. Sorry about the shocking quality of my images, I didn't realise they were this blurry when I was shooting.