From video description:
I have been thinking about buying the 3Doodler for a while now. The price of the filament was my only concern. So I decided that trying to make my own was the only option. This is how I made my own.
Cut a piece of filament from a spool. It doesn't seem to matter how long as long as you can get it taught enough. Tape both ends down to a table. Use a heat gun to evenly heat up the filament. Initially the filament will curl. Continue to heat it until it totally relaxes. Wait for it to cool. Snip the ends off with wire cutters and enjoy :)