You will need a special tool called a "Dubbing Twister" as shown above. The end of the dubbing loop is fitted over the two prongs and spun as will be shown later.
STEP 1 : Take the thread and pull a length of around 12 inches from the fly to the end of the bobbin, this will give you roughly a dubbing loop of 6 inches in length. With one of your left hand's fingers place the thread around it and position the finger roughly in the centre of the thread. Now pull the bobbin back towards the fly which will create a loop of thread.
STEP 2 : Wind the bobbin a couple of times around the hookshank to secure the loop. Now wind the thread down the hookshank to a position where you want the dubbing loop to start on the hook.
STEP 3 : Now push the bobbin over the top of the loop and back around beneath it. This pull's the two ends of the loop tight together.
STEP 4 : Now wind the thread down to the eye, leaving the dubbing loop secured in position
STEP 5 : Let the bobbin hang loose now and attach the dubbing twister to the bottom of the loop, one thread just needs to go over each prong of the dubbing twister.
STEP 6 : There are many methods available for inserting the dubbing into the loop. This is one of the common methods. Take a few pinches of dubbing and lay them onto the palm of your left hand, Continue doing this until it is roughly just over 2/3 length of the loop. Now rub back and forth your right hands palm over the left hand one, this should create a type of sausage shape. This only needs to be done a couple of times so that the dubbing grips together and doesn't fall apart when inserted into the loop. Now take the sausage shaped dubbing and pass it between the two threads that create the loop, make sure that you are holding the dubbing twister with your left hand when doing this.
STEP 7 : Now grip the thread with your right hand just below where the dubbing finishes towards the bottom of the loop, still holding the dubbing twister with your left hand , you now need to spin it a number of times. This creates twists in the thread, you then need to let go of the thread that you are holding with your right hand, this should cause the thread above the position that your were originally holding it to now spin and trap the dubbing. There may be some areas of the loop that aren't fully covered with dubbing, so now you can push and pull the dubbing up / down the loop until you are happy with coverage.
STEP 8 : Now spin the dubbing twister even more so that the dubbing goes into a rope. You can finally start winding the dubbing around the hook to create the thorax as shown and work the dubbing down towards the eye.
Step 9 : Now tie off the two threads of the loop with the bobbin and thread and trim any waste thread.
Final : All that remains now is to create a neat head, whip finish, varnish and use a piece of velcro or dubbing picker tool to pick the longer fibres out of the hares ear to create a more buggy effect.