What you need:
Printer paper, NOT cardstock or construction paper, they are too stiff
Cut 1/4 inch strips from the paper so they are 11 inches long. (I used a 1/2 inch piece for the directions so it's easier to see, and suggest trying it the first time with the same size.)
Fold the strip of paper in half and make a crease.
Flod the right side up with the left side of the strip lined up with the crease.
Fold the right side back up on the front side, make it even along the bottom.
Now take the left side, which is now longer than the right, and slide it through the 'pocket' you made with the left strip. The left strip goes over the front of the pocket and gets tucked on on the right side.
It will make a circle when it starts going through the pocket.
Keep pulling the strip through until it looks like it does below.
Take one of the strips and fold it downward into the center pocket.
If it's not working flip it over and try from the other side.
Keep pushing it through until half of it is on the other side.
Then take the end and push it through the pocket just enough to hold it in place.
Repeat with the other side.
To make the O's you start the same way as the X's tutorial. Once you finish the pocket you take one strip and instead of folding it down into the pocket, go to the other side of the pocket to form a circle. The other strip then goes the other way.