Stefan,
I secure and seal my wraps with clear fingernail polish. Generally, this will be a clear lacquer, and most all of the cheaper brands are all lacquer. As the wraps start to "fuzz" through use, ya can simply recoat and smooth down if necessary. Also if you need to re-fletch the arrow you can (most of the time) make a small cut through the thread and peel the whole thing off, followed by a couple wipes with fingernail polish remover and the shaft is good as new.
not sayin its the best way.....just the way I do it
rich