There was a discussion here about just that. I'll add the link below.
http://youtu.be/sD4rg9ck8dY
This is to the sock hoop, but you can use sticky paper, just as she says and use pins. This video helps you to figure out which way to turn the sock and how to mark your design, so you don't have to figure it out yourself.
She also has a website and the video is embedded on the home page.