Use a #16, 18, 21 or #32 tip. The larger the number, the heavier the "rope."
You can practice on an overturned cake pan -- make a short diagonal (about 1/2' to 3/4" long). Tuck the tip in front, and repeat.
Here's a link: http://www.wilton.com/decorating/basic/rope.cfm
Hope this helps! (and welcome to Cake Central!
)
Someone told me once that this cake pic http://www.cakecentral.com/modules.php?name=gallery&file=displayimage&pid=322993 helped them understand how to do a rope border, because of the two colors. Maybe it will help?
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