Here’s a link to a useful little tutorial. Not mine, I’m afraid, though I’ve made lots of them by now. Back when I was talking about my notebooks, you may have seen this:
It’s a little bookmark that fits over the corner of your page (actually, if you nestle it over several pages it stays in place even better). This one’s made out of a small square of fancy origami paper, but you could make them out of any paper you have handy, as long as you start with a square.
Pick the method you like best and go to town. Once you’ve made a couple of them, you’ll be able to do them in your sleep.
How about giving one away every time you give or loan someone a book?