W.S. Bristowe, a wonderful spider watcher, described how the spider makes her 'velcro' snares in detail:
Ciniflo's [now named Amaurobius] spinning operations take place short after dark and as the spider usually stops spinning soon after the light of an electric torch is shone on her it may take a little time before her exact methods are accurately worked out. The abdomen is tilted slightly upwards and the femurs of the hind legs stand out laterally, almost at right angles. The remaining segments of one hind leg are directed backwards and inclined somewhat inwards, while those of the other leg are bent inwards at the tibia nearly at right angles in such a way as to allow the tarsal claws to clasp the other hind legat the base of the metatarsus. In this position the calamistrum, or comb, on the metatarsus of one leg is situated just behind the spinnerets. The spider remains stationary ... [while the threads] spun by the posterior pair of spinnerets are combed out by a rapid oscillation of the legs into loops and flounces. At the same time she moves in such a way as to stretch out the ribbons she has spun.
A side view of the spinning spider.
And a video showing the behaviour. I was a bit nervous of supporting the camera on the windowsill just in case I disturbed her, hence the shakiness!
Bristowe, William Syer. The world of spiders. Vol. 38. London: Collins, 1958.