You'll need a bendy straw. You can go buy  some or go raid McDonald's ;)
Cut straight up the straw.
You need to cut the straw so there are three  pieces. For me it's easier to start by making two cuts at the bottom of  the straw and then cut straight up.
Fold  the skinniest piece
Start out with the folded piece on top and  take one of the other pieces and wrap it under the folded piece
Pull the wrapped piece over and through
Pull tight.
Turn it around(If the bendy side is facing  left turn it to the right) and do the same with the other piece.
Turn back to the other side piece and pull it  up.
Then pull it to the right.
Then crease it along the fold.
Then pull the piece under and through like  you did the other knots.
Pull it tight.
Turn it around and do the same to the other  side.
After a second fold on each side it should  look like this on the top.
It should look like this on the side.
Keep going till you don't have enough side  pieces to knot any more.
It  should look like this now.
Pull one of the side pieces up and crease the  fold at the bottom.
Fold it in half and crease it at the fold.
Cut up the side pieces to make legs. You'll  have to fiddle with them some so that they look right and so that it can  stand up.
Trim the folded piece to the length you want  your shrimps feelers(is that what they're called?)
Cut the piece in half.
Cut the halves in half, then trim the bottom  ones.
Curl the  feelers with your nail.
Smush the tail so you can cut it easier.
Trim the tail in a rounded cut.
Slit the sides of the tail and then bend it  in a shrimpy shape.
Now you  have your straw shrimp!