Grab a handful of the wool roving (about 4-5 inches long and wide). Determine which way the fiber is heading (up-and-down or side-to-side), and then lay it flat on a table. Taking a second handful of roving, the same size as the first, lay the handful so that the fibers go perpendicular to the first layer. Take a third and final handful and lay its fibers perpendicular to the second layer (and in the same direction as the first).
Lay your soap at the center of the roving. Pinch the roving together so that all the soap's edges are evenly covered. Turn your nylon sock inside-out, and then, careful not to displace any of the roving, cover the soap with the sock as tightly as you can while making sure that roving still evenly covers the soap. Knot your sock loosely. Parents may want to do this step for their kids.
Dip the wrapped soap in hot water (just under boiling), squeeze dry and began to massage the soap and roving so that the wool fibers bond together. Continue massaging until the roving has reduced in size by about half and feels compact all around the soap (about 20-40 minutes). You may need to dip your soap in the hot water 3-4 times during the felting, remembering that heat felts the wool roving more than water.
Once the roving feels solid and felted, remove the sock. Customize with needle felting or a rope, and enjoy.