I've been doing it the way Lou describes since the 3rd year I owned chains. The first 2 years involved a lot of cussing and shouting at the top of my lungs. Since I switched to this, I can get my chains on in about 15- 20 minutes a tire (and that includes dragging them out of storage and laying them out on the ground). The one difference is, I tie to the center of one of the cross chains, rather than to the side chains. I find this works easier, since I can leave the string on, and it leaves the side chains free to make the connections. The string comes off after the chain connections are made.
When I finally switched to the Euro-style chains (OFA EKO 8 chains), the directions that came with matched this procedure (with only a slight change, since these chains connect in more places than just at the side chains.