The game is played with 33 pegs in 33 holes arranged in a cross. To start, you select one peg to remove from the board. Thereafter, you try to remove as many pegs from the board as you can by "jumping" them. To jump a peg, you take one peg, move it over an adjacent peg, and put it in the hole on the other side. The peg that got "jumped" is removed from the board, thereby creating another hole that other pegs can jump into.
The object is to remove as many pegs as you can before no further jumps are possible. Getting down to one remaining peg is difficult, but for even more of a challenge, try to have the last peg wind up in the hole you started with in the beginning.
Source: The Game Website.