If you're using real wheat straw, you should get it when it is almost ripe but not totally dry yet. It should still be green at the bottom. Dry for a day, hung up, and then cut off the leaves and the head of the wheat below its first joint. When you use it it should be soaked before you try to bend it, for about half an hour. If you don't have access to the real thing, the best craft material to use is raffia, and it doesn't need to be moistened. It is easily found at the craft stores and resembles flattened straw.
First, take fifteen to twenty-five strands and cut them a foot and a half in length. This will be the main body of the dolly. Fold it over in half. Take the string or yarn and tie it around the entire bundle about an inch and a half down from the top forming her neck.
Take four to six more stalks and fold them over. Tie off at the ends and cut the looped end so it is frayed just like the other side. The little frays represent her hands. Stick the arm bundle into the main bundle right under the neck, and then tie off the main bundle under the arms.