A method of anchoring a suture into a pilot hole in bone, utilizing a suture anchor. A lumen-defining circular soft wall, having a first and second end, is slidably engaged to a piece of suture, a first length of which extends from the first end of the wall and is threaded through the lumen from the second end, and a second length of which extends from the second end and is threaded through the lumen from the first end. The suture anchor is introduced into the pilot hole so that the first length and second length of suture material extend out of the pilot hole. The first length and second length are pulled on alternately, thereby permitting the suture anchor structure to slide on the piece of suture material, and to be compacted evenly by the pulling, until the suture anchor is set in the pilot hole.