Greetings, I've woven about 500+ meters of the stuff for my sculptures and I find the best way is to get some copper rings close to the size you will be working with and weave about 5 sections, the old fashioned way. Wrap some wire around the ends and solder one of the center sections solid. Unlink the sections around the one you just soldered and you will have a nice solid starting point for your CIR.
If you wrap paper around the CIR and then wrap tape over it, you can slide it up to lock the last CIR section in place if you have to leave to do something else. You can also keep sliding the sheath up as you work so it will keep the previous CIR section tight which will make it a lot less awkward.
I put two pics in the MISC gallery of some of the CIR starters I use plus an example of a paper/tape sheath.