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My little ropery 
I made some experiment using polyester thread to make scale marine ropes for my ship. I used Gütermann brand thread. It is a thread with great quality, and available in an incredible number of different colors. Many of the available colors are adequate for marine modelling. 
Here are the results. 
Those ropes are hand-made, using numerous threads.  
The smalest here is made with 9 polyester threads, as 3 strands of 3 yarns. 
The largest is made from 39 polyester threads, as 3 strands of 13 yarns. 
The larger one in the photo is a hawser, made with 3 ropes, for a total of 99 threads, 3 ropes of 3 strands of 11 yarns 
You will find how to make ropes mostly on web sites talking about ship modeling. If your type some keywords on a good search engine, like Google
ropewalk ship model 
you'll find many sites that will describe the engine needed to make a miniature rope. In fact, it is simply 3 synchronized wheels that twist together a bunch of threads. What is difficult is to find the proper number of twists, and to let the rope curl with regularity. here's a few links where you will find information:  
In English: 
http://members.cox.net/elarson5/ropewalk.htm  (complete plans and detailled explanation for a ropewalk) 
http://www.ship-modelers-assn.org/tps9705c.htm (another plan) 
http://www.faqs.org/faqs/ship-models-faq/part13/ (see question 53) 
In French: 
http://gabierschimeriques.free.fr/modelisme/cordage.htm (a ropewalk made with Lego bricks) 
If you are interested in real rope making, see the Ropemaking forum, on Yahoo groups, where you will fin "real" flesh and blood ropemakers.