Pour your safety pins out onto your craft table. The number of pins you will need is tied to how long you want the necklace to be. The beauty of safety pins is that if you make the necklace too long or too short, you can easily add or remove pins.
Start linking the pins together. Unhook a safety pin and run it through a second pin. There are two ways to do this. Some pins have small holes at one end--perfect for slipping a pin through. If your pins do not have the hole, you can just string the pins through the space between the pin and the clasp. Either way, run the pin through and clasp it back together. You have two pins connected together now.
Keep stringing pins together in a straight line. This is tedious work, but it shouldn't take too long once you get the hang of it. You can occasionally pick up the string of pins and hold it to your neck. This should give you a sense of how much longer it needs to be in order to make it all the way around.
Connect the two ends of the string together when you get it to the length you want. Grab both ends of the safety pin string and bring them together. Using a final pin, connect the two ends. You should now have a safety pin necklace. Slip it over you head, see if it's how you'd like it and adjust accordingly--either adding more pins or removing some.
Glue the pins into their clasps, if you want to increase durability. This is going to be somewhat tedious, because it requires essentially making the necklace twice. Unhook each pin one at a time and slip a small dab of glue in the clasp. Re-hook the pin and let it set--preventing your necklace from coming apart more easily. You can glue as you go the first time, but it makes it more difficult to make adjustments. It's best to get the necklace just how you want it and then bring out the glue.
Decorate your necklace. You can either paint it completely one color, paint alternating patterns or whatever else you want. You can even hang safety pins going down the front, to make different designs other than a straight necklace. Some people like to string beads using the pins and have them as decorations. Your creativity is your only limit.