For some background information see:
http://news.sciencemag.org/sciencenow/2012/04/majorana-fermions-found.html
http://sergeyfrolov.wordpress.com/2012/04/12/background-information-for-our-majorana-fermion-paper/
And here's an animation explaining the idea: http://www.youtube.com/watch?v=yMIFiW4X0O8