Here's a tutorial I found on the web.http://www.pagewise.com/diy-beaded-curtain.htm
What I would recommend:
Brass or silver eyes, like the kind that goes with a hook and eye door closure, for instance.
A wooden dowel or curtain rod
Cord of some kind
Beads that will fit on your cord when it is doubled
If you've chose a pre-made wooden curtain rod, you should also buy hardware to hang it. If you've chosen to use a dowel, find something to put on the ends for finials, and some hardware to hang it.
Decorate the dowel or rod however you see fit. Now, screw in the eyes all along the rod, probably about 1" apart, depending on the size of your beads. To do the beading, cut lengths of your prefered cord material to be double the length that you want the curtain to hang. Fold the cords in half and loop them through the eyes so the cut ends are at the floor. String your beads. Tie knots in the ends. Hang your curtain.
If you use beads that are all the same size and shape but different colors, you can make designs in the beads, charting out your designs using Beading graph paper before getting started with the stringing. You could do this with the big wooden beads, but you could also buy smaller eyes and put your strings very close together, then use seed or pony beads and make an elaborate beaded curtain like the Mona Lisa one on Dharma and Greg.