**disclaimer!** If you are using incandescent light bulbs, please allow yourself PLENTY of space between light bulb and paper pinwheels! We use compact fluorescents, which give off little heat.
Step 1: Assemble your supplies
I also used card stock-weight paper, construction paper would work well.
brads from a craft store
scissors (don't tell Ryan Gosling I used my fabric scissors, lol! http://handmaderyangosling.tumblr.com/post/18069256038/submitted-by-meejay03 )
darning needle or other large needle to poke a hole, glue gun
I used a rotary cutter and mat, but if you don't have those things, it's still pretty easy to cut a square!
Also pictured is thread that I didn't end up using.