For those of you that are interested, here is the site The Creative Homemaker: Sewing {Thread} Holder
She gives general directions of what she did.
I bought 2 pieces that measure 1x2x6. I'm going to cut both of these in half and start out with 4 shelves
Then I bought 2 pieces that measure 1x3x8. I'm going to use these for the frame.
Then I have pegboard that we are putting on another wall and have enough left over touse as a back. It was better than spending more money and doesn't have to be fancy.
On hers, the nails and bobbin go out further than the frame. On mine it should be recessed a little or flush with it, which is what I wanted. The way hers is was fine, but I'm miss clumsy and I would end up getting caught on the nails if they were sticking out for sure.