The ends are cauterized with heat to prevent fraying. To attach herself to a rope, a climber uses a sewn harness. A typical one has a wide nylon belt for the waist and a pair of leg loops for the thighs. When a climber is supported by such a harness, most of her weight is placed on her legs, rather than her waist, making it fairly comfortable to hang in. Many variations are available.
More expensive harnesses have more padding.
Adjustable-diameter leg loops are another option. The traditional knot for this is the Figure Eight Follow-through. There are many such belay devices, and are all easy to use, making them very safe. A loop of rope is passed through one of the rings, then around and under the other. The ring without the rope is clipped to the belayer's harness with a locking carabiner.