Place a hay bale at your desired target location. Hay bales are much more effective at stopping arrows if they are properly oriented. Arrows will sink too far into the bale if they are shot into the sides of the bale where the cut ends of the hay are visible. To avoid this, the bale should be set so that the largest rectangular face of the bale will form the face of the target butt.
Place a second bale on top of the first bale with the same orientation. Assemble the next two bales in the same manner behind the first two bales.
Wrap a section of the nylon rope around the circumference of the top two bales. Pull the rope as tight as possible and knot it to secure the top two bales securely together. Use the knife to cut off any extra rope at the ends. Repeat this process for the bottom two bales.