@Lexz: there's also the most difficult part: DON'T PANIC!!! They will start getting fluffier, they will get looser and some of them will fall appart (especially if your hair is short). Just wait: T&R is not an "instant dreads" method but more a "let's prepare separation and some basic knots so dreads can start forming a little faster"
@Ivan, this video shows the proccess really clear: though I would skip the rubber bands part because it might create a weak spot (it's not a bad idea to have a more clear idea on how to section the hair, or if several people are working on the same head but remove immediatly after you're finished)
Palm rolling is also a not-so-good idea inherithed from wax users that need to stick everything together with the gunk because waxed hair barely dreads by itself. At best it won't do nothing in natural dreads, and at worst it might put pressure and stress in your scalp, maybe breaking some hairs.