if you need a link to felted rope, here's one:http://www.feltinglessons.com/Felted_ropes.html
I just made ropes for the first time, oh 20 minutes ago... easy as pie!!!! they were quite thin, but i did think of making myself some clip in dreads for when my hair grows back to the length it was (damn hairdresser and her happy scissors.......) But the thought of the dreads came from makeing the rope.
As for just wearing them for one night, you could sew them to a headband, or maybe some combs, or even single bobby pins... and just wear a hat over top, I suppose it depends what you plan on being, but those are a few ideas....
Hopefully you find the link helpful!