So, here's how to do it. First fold the paper in half lengthways.
Then in half along the width.
Then, fold each of the short edges into the middle fold line.
You should now have a piece of paper divided into 8 sections (2 rows of 4)
Now cut along the lengthways fold from the points where the last 2 folds were made (points A and B on this picture)
Fold along this line and pull out the middle fold by the cut to create a diamond shaped hole.
Close up this hole and you'll have a cross
Fold these together to form a book
See, told you it was just one piece of paper.