What you need:
Flat nose Pliers - just to help with the final piece around the nail
A Nail - or anything that is the size of the Jump Rings you want to make
A length of wire - I use 0.8mm Silver plated Copper here
Wrap the wire around the nail until all the wire is used up. Wrap it as tightly together as possible as gaps result in oval and mis-shapen rings.
Remove the coil from the nail.
You can not place this over a plain piece of wire or beading thread in-between beads to add somethings different.