This is a technique you can use to get a tight weave with worsted weight yarn and the traditional 1/2" spaced pegs on your average commercially available tri-loom. The weaving process is exactly the same - each strand will be manually woven over and under the previous strands, then run over to the other side of the loom. The only difference is, you will wrap your yarn around each peg twice. This sounds complicated in words, so I have tried to show what I do in pictures:
Note - images begin in middle of weaving!
Begin weaving as normal, until you come to a peg that has only one strand of yarn around it. In this case, it is the lower left peg.
Simply put the loop you are working with over this peg again, and work your yarn to the other side of the loom as usual. Put this loop also over the peg that already has 1 strand around it.
Weave as usual around the next pegs.
Loop the yarn again around this top peg, and weave over/under as usual.
Loop your yarn again over the bottom left peg, run over to the right, and loop a second time over the bottom right peg.
Continue thru these steps until you are done:
As you remove the triangle from the pegs, you can see that the overlapped sections naturally separate and go to their propper places: