Glue them together to keep them still.
At first they will often move so you just need a little patience :)
Glue the tips of 5A with 5B together, then glue 4A with 4B.
Do the same for:
1A - 1D
2A - 2D
5D - 5C
4D - 4C
1C - 1B
2C - 2B
Once you understand how to do this for one angle, you will be able to do the same for all 4 angles.
The first side of the star is done!
Now take the 10 strips left and do the same thing you have just done to create another "half star".
Insert the remaining strips in the other "half star" and glue the tips with the ones you glued together previously.
All this is harder to explain than to do so please look at the pictures, I hope it's easier to understand this way!
The star is DONE!!! :)