Here are instructions for making newspaper logs from Hints From Heloise
First, make a 1-inch stack of newspapers (do not use colored or glossy advertisements), being sure to alternate the folded sides of each newspaper section. Roll the stack tightly, then slip a can with ends removed around it and push the can to the middle of the roll to hold it together.
Next, wet the rolled newspaper logs with some water, then let them dry thoroughly. FYI: This is very important, since the wetting/drying process helps compress the ``logs,'' which will help them stay together better when burning.
After the newspaper log has been burned, use caution -- let the can cool completely, or use a pair of tongs to remove it.