You will need a long strip of paper, about 60cm by 1cm (approx. 24 inches by 0.5 inch). To make this, cut two 1cm strips lengthways from an A4 sheet of paper and use sticky tape to join them together.
Step 1: Make a 45 degree fold (half a right angle) so that the top third points to the left.
Step 2: Take this end of the paper and fold it behind and to the right.
Step 3: Fold the paper across the front towards the left.
Step 4: Loop the end of the paper towards the right and then back towards the centre of the cross.
Step 5: Adjust the loop so the left and right sides are equal. Flatten the loop. This makes the arms of the cross.
Step 6: Fold down the arms of the cross. A small square will appear; this will become the centre of the cross
Step 7: Take the bottom end of the paper strip and feed it through the square.
Step 8: Pull the paper strip completely through the square.
Step 9: Bring the end of the paper back towards the square and feed it through again.
Step 10: Pull the paper strip through, but leave enough paper above the arms to make the top part of the cross. This part should be slightly shorter than the arms of the cross.
Step 11: Bring the paper back up behind the cross and feed the end through the centre of the cross. If necessary, cut off excess paper.
Thanks are due to the Origami Resource Center for these clear, helpful instructions. Video and pdf resources are also available from that site.