How do you do it? It told me how, but I was in the middle of an intense firefight so I wasn't able to read it, and it hasn't come up since. On the PS3 version, by the way.

Look at one thing you want to grapple it to, press and hold L1, and looking at the other thing then let go of L1. Dual hook a statue to a car or a person to a car!

I figured that out, but how do you jump onto things you're grappling to?

You simply tap L1 on the thing you want to grapple too.

just tap l1 or left bumper and you should just zip up to it.

wait what? thats crazy talk...

You can't zip toward something that you've double grappled.  

Double grappling is SOOOOO Twilight Princess...