Here we go:
What you need:
tobacco (comes in those flat packets or in cans)
cigarette paper (try to get sturdy paper, you won't regret it)
optional: filters
How to put it all together:
Take an amount of tobacco about the length and width of your pinky finger. Lay it on the paper and roll it between the thumb and forefinger of your left and right hands. Keep rolling until the tobacco has the approximate form of a cigarette. Make sure it isn't packed too hard (practice makes perfect). Now wet the filter with your tongue and stick it on one end of the cigarette paper (clear it of tobacco first). Now. Roll the side nearest to you forwards, over the tobacco/filter and under the flap of the other side. Wet that side (make sure it has the sticky strip) and roll it tightly together.
Smoke.
Note:The filter takes some of the bite out of a rolled cigarette, and makes it more sturdy. Of course, you might like the strength of a non-filtered cig.