Certain thread companies sell their threads packed like that (http://www.hemingworth.com/products/thread/). I remember seeing that brand at a LA quilter's shop in CA. She was a dealer. I don't know if you can buy the cover separately.

here's another option for a little less $:

http://www.thethreadexchange.com/miv...Category_Code=

I'm not sure but from looking at the website, it looks to be a commerial embroidery product that a emb shop would use on the multi head machines to keep the thread from unraveling faster than what the machine is using it. I think that is why the price is high, not intended for home use. I've used the thread nets and they've worked fairly well but the recycled coke bottle sounds interesting too, especially since the mini-cones are smaller than the large one that was shown on the website. The website's cansiter might be okay for the industrial size spools but would think they would be too big for most home machine spools