Watch us wind a bobbin (30 seconds).

 First, manually capture the end of the yarn
   Next, build up the shoulder of the left side of the bobbin
   Course right, moving to the other end
   Build up the right shoulder
   Finally, fill in the middle with a slight bulge in the center.  
 The yarn at the middle of the bobbin should be proud
 — slightly higher that the yarn on either side, but below the plastic ends.