First, a tube the same diameter as a CD is made, about 2 foot long.
held together with small tie-clips.

Then, fabric is wrapped around, leaving a an inch or 2 overhang at one end, and 6 inches at the other.

This is secured down the legnth with duct tape, and the end with the 6 inch overhang of fabric is twisted and tied-cliped, then sealed with a CD on the end the help keep the shape round.