Don't know if I can do videos as I don't think I own equipment that will do it. Though my phone may as it's one of those "smarter than me" ones.
Here is a video - though it does not show how it works real well.
http://www.youtube.com/watch?v=Z8zfgU-eKWM
The unit twists the embroidery thread so it makes like a coil around the stitching,
This is a much better picture of what you end up with.
http://www.flickr.com/photos/april1930s/7403622504/