We consider the N = 1* supersymmetric SU(2) gauge theory and demonstrate that the Z2 vortices in this theory acquire orientational zero modes, associated with the rotation of magnetic flux inside SU(2) group, and turn into the non-Abelian strings, when the masses of all chiral fields become equal. These non-Abelian strings are not BPS-saturated. We study the effective theory on the string world sheet and show that it is given by two-dimensional non-supersymmetric O(3) sigma model. The confined 't Hooft-Polyakov monopole is seen as a junction of the Z2-string and anti-string, and as a kink in the effective world sheet sigma model. We calculate its mass and show that besides the four-dimensional confinement of monopoles, they are also confined in the two-dimensional theory: The monopoles stick to anti-monopoles to form the meson-like configurations on the strings they are attached to.