Henna How To
Instructions

Preparation
How to Mix Henna
How to Strain Henna
How to Make Henna Cones
How to Fill Henna Cones

Design
How to draw a Flower
How to draw a Leaf
How to draw a Paisley

World Henna Styles
Indian
Arabic
Indo-Arabic
Persian Gulf
Moroccan
Mauritanian
Sudanese
Mendhi Moko

Henna for Hair
How to Mix Hair Henna
How To Apply Hair Henna

How To Make Henna Cones

Here's a video demonstrating how it's done:
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When rolling a cone using cello that is printed on one side, be sure to have the print on the outside of the cone.  The essential oils in your henna paste can make the ink bleed.  
Try to find the natural curve of the cello before you begin rolling. 

Take the top edge of the cello (top corner) and fold it in on itself.  The point of the cone will be rolled along the longest edge of the triangle. 

Continue to roll it in on itself; it will be loose as your roll.

Then fold the tail over. 

Next you will tighten the cone by twisting the cone between your thumb and fingers.   You will have two fingers inside the cones and your thumb on the outside.  The cone will still be loose at this point.  You will then twist the cello between your thumb and fingers, while holding the point of the cone lightly. 

You will twist until the tip of the cone is ‘stabby’.  This means that the end of the cone is actually sharp enough to hurt a bit when you tap it with your finger. 

When you have it nice and tight, you can tape the seam. 
You should only need one piece of tape for this. 

You're done!

My friend Teresa's method mentioned in the video above is to lay the cello flat on a table while you roll the cone.  This will allow you to keep the cone tighter as your roll.  You will use the same finger placement as before but you are starting off with a tighter cone.  Tape the same way and you are all set.  This is especially useful if you intend to roll your cone with an open tip so that you do not have to cut it to use.