Double crimped cables are a pain in the arse. To deal with them, I usually cut off one of the wires and then use a needle nose pliers to ensure that the crimp is holding tight to the small piece of cut wire and the uncut wire. The cut wire is then soldered on to the uncut wire like 5-10 inches away. This allows you to be able to join the connectors (In a Y manner) and then sleeve then using heatshrink to cover the soldered wires and the sleeving over the joined wires. As for non-modular PSU's, the only thing I know about doing, is to open up the PSU, de-pin all the wires(after making note of how its connected) and then remove the PSU cover. With this cover removed, sleeve all the cables. When done sleeving, simply use a drill and cut hole in the PSU cover to allow the cables (Which are now much more thick) to pass through. With that hole cut, used some Mnpctech U channel and cover the cut circle you made with the drill. This protects your cables from getting cut due to the sharp ends of the circle. Then, pass the sleeved cables through the newly cut u-channeled hole, and then reconnect it to the PSU connectors, be it molex 24 pin or 8pin connectors. And with that you end up with a nice looking PSU that sleeved.
I found this guide, and from then onwards, I've used this guide for sleeving my double cable single pin connector.
Also, it really helps if you can crimp your own cables and your using a modular PSU.
http://www.overclock.net/t/1175308/sleeving-the-beginners-guide/0_20Edited by pratesh - 8/26/12 at 12:12pm