An enzyme is a special kind of protein that does special kinds of jobs. The little guys are glucose molecules.
In plants, an enzyme puts two glucose molecules together. Every time two glucose molecules bond together, a molecule of water drops out.
To make cellulose, another enzyme takes that two-glucose unit, and adds it to the end of the chain.
One thing that this cartoon doesn't show is that every other glucose is flipped upside down. For the real structure of cellulose, see the cellulose page or the page that compares cellulose with starch.
Hey, wanna know the name of those glucose pairs? I knew you did! It's cellobiose (sounds like "sell-uh-buy'-ohs).