When i first learned i used to roll them as i normally would, then use a dollar bill to tighten it up. You sorta fold the dollar bill over itself.. not in a crease you want to make like, a rounded 'pocket', put the jay in there and roll the joint up and down with the dollar.

Another thing i like to do to 'finish off' a joint im rolling is get the joint nice and covered with saliva, and gently roast it dry with a lighter.. drying it makes the paper cling to the bud so it burns better.