You will need:
Take a part of a frozen french fry. You can shape it like a fingernail or just find a small piece that is pointy on one end and blunt at the other. Cut a slit or pocket into the end of the hot dog where a fingernail would be.
Take the point of the knife and create a pilot hole to insert or stuff the french fry into the hot dog. Be careful not to bulge the hot dog too much so that you end up ripping the skin. Dig out some more meat if you need room to fit the french fry.