I originally tried a glue gun but the glue wouldn't stick to the magnet So I pulled out the heavy duty stuff - Gorilla Glue. It looks horrible when it dries (it puffs up and looks super weird) but it does the trick.
WHERE TO BUY: Magnets, Although I bought on Zulily.com you can also find them on Amazon.com. Twine: My shop (Although you can also just use plain string, it looks just as cute)
Ps., The tree is courtesy of Treetopia. It's a 4 foot white Christmas tree that comes pre-lit. Honestly it is SO CUTE. It is officially Oscar's tree that one day he can even have in his room. (I grew up having a mini tree in my room that was also white - so I feel a little sentimental with this white tree in our house)