That was my first try and I simply used a few cm of cord to make a simple loop (just an "O"), on which I started the weaving, as indicated on Slat's web page.
And I terminated on that same loop, on the other "side".
Well.... rereading my post, it may not be really clear ... I'll try to make a picture if you want ... let me know.

I'm presently looking for making a belt as indicated on Slat's web page you gave a link to.

Just missing the quick buckle at the right size (I bought some but they are too large to go thru my waist belt loops....
damned !! <img src="/images/graemlins/confused.gif" alt="" />