There is an explanation here:

http://www.laughingloon.com/shop.tips.html#anchor754521

I do it pretty much that way except for the bit about clamping the end of the strip in place. I just work out where the bend needs to be and hold the strip above the nozzle of the heat gun. The design of my heat gun allows me to rest it on its back pointing up.

You could always practice on a few scraps of strips before you start.