You need a transparent film like ones use for old overhead projectors(individual A4 sheets rather than roll), and card. Print the first set of eight onto the card, then the next set one the transparent film. Use a guillotine to cut the rectangles a bit nicer.
You need a scalpel or crafts knife and ruler to cut the slits on the transparent layer. Line you're ruler with the tips of the L shapes and score with knife until it punches through.
Fold the corners of the card so they fit inside the slits and you should be done.
If you don't have transparent film, you could try cutting out all the holes when printing the second sheet on card. I haven't tried this but is seems like a lot of hard work.
I have the file on dropbox for the moment here
If you want to have a bit of fun with it, you can also try make 4 frame animations with it.