He could've done it with a pair of pants. Tie one leg around the bed, the other leg around your neck, get on your knees with your back to the bed and lean out. If you're determined to die then you'll just wait until you suffocate, if it's short enough you'll still be restricted when you pass out.
EDIT: I'm kind of freaked out that I was ready for that question.
I don't understand how he did it. The only details I've heard, not that they are accurate, was that he was found on his knees, having hanged himself from his bed.