I wind my yarn around one of the detachable crossbar arms from my niddy noddy. You can use anything that is tubular and will let the wound yarn slip right off, a thick marker, a paper towel tube, a round skinny bottle etc...
I leave about a 4-6 inch tail of yarn that will be the beginning of my working yarn.
I start by holding down the yarn with my thumb, and wrapping the yarn at an angle.
After I've wrapped the yarn at an angle a bit, then I turn the tube that I'm winding onto about a 1/4 of a turn and continue winding at the same angle as before.
Then I simply repeat this process until it's all wound up.
If you're lucky, the ball will start to move on it's own and you can stop manually rotating it the 1/4 turn.
Now, slide the ball right off and voila! You've got a beautifully rolled center pull ball of yarn ready to use.