Yarn comes in those lovely center-pull balls. Except yarn you dye yourself. You can buy a special yarn winder for about $35. I read somewhere that someone slipped a toilet paper roll over the beater on a mixer and it worked just as well.
They were wrong! DO NOT try this at home! It goes so fast even on the slow setting. It pulls the yarn too tight- that can damage the wool fibers. It also goes so fast that it can easily get out of control. 10min playing, 30mins untangling and rewinding by hand. We will have to look for a more manual diy version of this tool.