Since there were four skeins to unravel, I dug my swift or skein holder out. If I'm winding just one skein, I often don't bother, just hold the skein round my knees.
Jess kindly sent me some ezybobs. Very handy. Otherwise I use the centre cores from the original thread. I've found that winding the thread diagonally works better than straight around the core. I do have a ball winder which works wonderfully for knitting yarns, but I find that thread balls tend to collapse if I wind them on there.