Essentially; lie down on your back. Raise your arm from the elbow as if you were about to point to the ceiling, while keeping the elbow resting on the bed. When you are about to fall asleep, the arm falls down, waking you up (hopefully).

The point is to give you the opportunity to sort of traverse back and forth over the line separating waking and sleeping consciousness quickly.

The goal is first of all to be able to "spot" the state of mind. Since it's usually just something we pass by on the way to sleep, we don't normally have a very clear sense of what the state is like. Therefore it's hard to hold for any amount of time. Familiarizing yourself with the characteristics of the state of mind helps when trying to hold on to it.

Which is the eventual goal: to remain in the state for a longer time before waking up or falling asleep.

The arm thing is rigged to wake you up rather than letting you fall asleep. This is to increase chances that you're able to bring something useful back to full waking consciousness. If you have a very successful session in the liminal state, but then you fall asleep, chances are you won't remember the details later on.

A friend of mine achieves the same effect by putting his arms behind his head, tucked under his pillow. He finds it very uncomfortable to sleep like this, so eventually he gets tired enough to slip into hypnagogia, but he never quite falls asleep.

It doesn't work for me, I find that position very comfortable.

But basically, you can be creative in this regard. Anything that helps you hover back and forth between waking and sleeping mind helps you chase down the elusive middle bit.

Another friend swears by taking a double espresso and laying down in the afternoon. Apparently this is enough to keep her from going deeper into sleep than desired. I haven't had much success with this particular method either.