DISCLAIMER: I am not responsible for anything you do with this information, or with anything you make using this information. For educational purposes only.
Step 1: Materials
-Nails, preferably smooth ones
-Masking tape (Or any tape)
-Paper (I used used printer paper)
Step 2: Making the Cone, the Cone I Say!
Step 3: Trimming the Cone
Step 4: Fletching the Cone
Step 5: Inserting the Point
So take your nail, and just sliide it through the hole in your come, pointy side out. Next, tape it in place, tightly!