These things are awesome! I found them on a blog where someone was selling them on etsy for a small fortune. But I found the same brand elsewhere for much, much cheaper. Just google and you can find them in bulk. They are called Handi-Bobs.
Basically, you snap the bobbin in, secure the end of the thread, if desired, and then snap the whole thing into the end of the thread that matches it. You always have neat bobbins and the bobbin and thread are kept together.