To wind a bobbin with double thread, thread your machine 
as for twin needle work as far as the place where the needle 
path diverges from the bobbin-winder path, then treat the 
two threads as one from there on.  You would expect two 
threads going through one tension device to wind unevenly, 
but I've never had any difficulty.  After you cut the 
threads, knot the ends to keep them from getting out of 
synch -- and further mark this bobbin as being double wound.  
Since this knot is in the waste thread that will be behind 
the presser foot when you start sewing, there is no need to 
cut it off before sewing. 
    (You knot the end of a thread by wrapping it around your 
fingertip, then rolling the loop off your finger, which 
twists the end of the thread around the loop, causing it to 
form a knot when you close the loop by dragging the end of 
the thread between your fingers.  This trick won't work the 
first time you try it; persevere.  Dampening the 
fingertip to increase friction may help.) 
    When you remove the bobbin from the machine after using 
it, tie another knot in the ends of the remaining thread.  
If ever one thread gets a wrap ahead of the other, the two 
threads will snarl each other and you'll end up cutting them 
off the bobbin.   (A seam ripper is convenient for this 
procedure.) 
    If your machine doesn't have two spool pins, you'll have 
to improvise.  I've heard of stacking two bobbins on a 
single spool pin, but I think it would be easier to put two 
spools on a knitting needle thrust through a shoe box.