I found these cool 3-D snowflakes on youtube. I just had to make them. Here is the link for the video, I will also try to give instructions below.
First select your paper. Two sided, because you will see both sides. Cut to 7 1/2 cm. (3 inches will work fine too.)
Glue each end alternating directions, until all side are connected like above. Glue dots work well for this.