You want to gather whole sheets of paper because it is easiest but half sheets or so will work. You want a good thick pile pile of paper. About mine is about 1 cm thick or 0.5 inches.
After you have your paper you need to tightly roll the paper. The less paper the easier it is to roll.
Once you have it rolled wrap the twist tie around the roll.
There you have it, a paper log. Burn at your leisure without little scraps of burning paper coming out of your chimney.
I got this from http://www.instructables.com/id/How_to_make_a_easy_paper_log_out_of_scrap_paper/ Hope you like it!