Stick the tape piece to the end of the dart along the crease and tape across the exposed sticky side to form the three fins.

Don't worry about getting them perfectly straight. As long as they're not totally mangled they'll probably work just fine.

You, like me, may have originally thought fins were usually made triangular for cosmetic reasons, but it really does make a difference. Cutting the fins back into triangles will keep them from fluttering or folding in the wind (and will make your fins look a neater if they came out a little rough in the last step). Just trim them into triangles with some scissors.

At this point your dart's perfectly usable, but if you want to eek out a bit more performance, now would be a good time to streamline the head.

And that's it, time to go test it out.

The most effective way I've found to throw these is to grasp them by the tail and flip them underhand.