If you are too stupid to figure out how to put doughnuts on strings, you can find the instructions at MarthaStewart.com.
Doughnuts on a String
I spotted this party idea in the Halloween '09 issue of Martha Stewart Living - Doughnuts on a String. It's not really so much a game as it's a weird way to serve doughnuts to children at your Halloween party. I have to say I would not like to play Doughnuts on a String - especially not if anyone was taking pictures - but I would very much like to watch other people play.