You need the small piece of paper to use as a mouthpiece. (see picture number 1). Roll it up tight into the form of a cylinder. You should be able to inhale through it, as it will be a mouthpiece, so don't roll it TOO tight.
Take the rolling paper with the "glue" side on top, away from you. Put the tobacco on the rolling paper. I use tobacco because the superb dutch weed is simply too strong to be smoked pure. And I like the taste more. I know this is considered a big sin in America, but here in the Netherlands, almost everyone smokes with tobacco. If you don't like the tobacco, just leave it away and use more weed instead. This won't make the rolling part easier however.
Spread the weed over the tobacco, and mix it. The mix is perhaps the most important part of the joint. Make sure the consistency is even and break-up or remove any lumps or 'woody' bits. Then put in the "tip" or roach. If you put in the raoch before rolling, the rolling will be easier.
Then the trickiest part: pick everything up and start in the middle, rolling outwards. Let your thumbs do most of the work and give support and pressure with your forefingers. You should start to feel the mix firming inside the paper.
When you have an even consistency, tuck down the facing paper edge with the tips of your thumbs, wrap the excess paper around the joint, wet the glue and seal that baby!
Picture 3 shows the joint as it should be: slightly cone shaped with the tip rolled tightly in the rolling paper. The best joints are firm but not so tight you have to burst a lung drawing smoke. Loose joints taste rough, burn too fast and have a nasty habit of setting light to clothing and furniture.
The other end of the rolling paper (with no tobacco/weed in it) can be twisted so that the tobacco won't fall out. Now light it up, smoke and have fun!
The joint decribed here is the "basic" design. For more exotic designs (f.e. the diamond, windmill or tulip) I'd like to refer to a nice book with everything on joint rolling, plus additional information: