I was experimenting with trying to work out a twill weave on a frame loom made from an artists stretcher. These make marvelous (cheap) frame looms, and its very easy to add string heddles to to form multiple sheds, if thats what you want to do. They have the advantage of being much quicker to warp up than a regular 4 shaft loom.
My favourite tools here are knitting needles and wooden rulers, though anything smooth will do. This photo shows the different picks ready to have the string heddles made. To do that you need a long piece of smooth twine and a pick-up stick. This is where knitting needles are worht their weight in gold. You would pass the twine under the threads to be raised in that pick, like the ones lying above the lower red ruler, then tie one end to your picup stic, and starting at the knit end, pull up the twine between the first and second thread on top of the ruler. Loop it over your 4 fingers of your right hand ( if thats the one you are using), then pull up the twine between the next two threads, and so on across the row, then fasten the twine off onto your pick-up stick which is now your first heddle bar. You do this for every shed you want to create in the pattern you are using.
There is an excellent description of how to do this here:
http://www.cs.arizona.edu/patterns/weaving/other/lezur_lom.pdf
It also explains how you can read any draft for a four shaft loom so that you can set it up on a small loom like this. The file is free to down load as the copyright has expired.