Begin by tying a knot in a strip of wool roving. This will form the center of your wool ball. Wrap the roving around the knot and continue wrapping until a large ball is formed. Make the ball a little larger then the desired finished size because it will shrink when you felt it.
Put the wool ball in the end of a panty hose leg and tie it off with a knot. You can put more than one ball in the panty hose, just make sure to tie a knot between each ball.
Put the panty hose containing the wool balls into the washing machine and wash for 2 cycles in hot water, no detergent. Dry in dryer on high heat until dry. This will felt the wool and make the balls firm.
Wool dryer balls are a good substitute for fabric softener and also help cut down on drying time. They work great for cloth diapers too.