It seems that you add in roving or something to make stuff warmer on the inside… 
http://www.craftster.org/forum/index.php?topic=68845.0
I’ve never heard of this, but it looks interesting.
Thrummed mitts are very warm. You take little bits of roving and knit them in as you go. A friend of mine has asked me to make him some since his wife WASHED his pair. :shock: Ram Wools sells a few kits on their site, but the colours they have in the sotrea are much nicer. There was a package of lilac wool and roving that was crying for me to bring it home with me.