Oh that's weird...even the youtube video? That one gave step by step instructions (although I mostly skimmed it).
Oooooh ok, so! RO membranes are weird little things. They actually have a few layers. There's the familiar blue outer layer, which is of no use for our purposes, and is quite sticky on the inside. After that is a very very tiny mesh, which is what I use for the the brine shrimp feeder. After that, is this weird white sheet, which I haven't found any good usages for. And after that is a much larger mesh, which you can use to catch fish/make a screen/do whatever with a fairly large mesh size. I think I saw PaulB say he was experimenting with it a year or so ago, and when it came time to replace my membrane, I figured might as well unroll it and see. Shameless plug: look for me on instagram (@ ichthyogeek ), and in one of my posts, you should be able to see what I'm talking about.
Barring not replacing RO membranes, you could also look for pantyhoses. Same principle though