This is the hardest step of the Instructable. First, you need to fold one of the pieces of paper in half on both sides, and diagonally on both sides. Now fold two of the corners on one half to the center of the square. Then fold the opposite half on the fold mark in. Push the two sides in so that you have a parallel figue. Then, on the opened end of the figure, fold the tips down about 1 cm. Do this on all eight pieces of paper.
Now it's time to put it all together. Slide one closed end into the opening end of another one. This may be difficult, so look at the photo shown. Now take the flaps of the figure that you are sliding the other one into, and close the flaps into the slot-type thing. Repeat this until you have done all of them.
Step 5: Ninja Star!
Now just push all the sides in one at a time. Now you are done!