[Cchristensen]

Here is one way:

1 - make a disc with a few sides, 8 or so. Have it centered at 0,0,0
2 - kill the poly so you just have points left
3 - Clone the very bottom point and move it just a little bit so it is not on the other point. Not how much you moved it.
4 - Make a spline starting at the bottom point and ending in the cloned one you moved. You should have a circle spline with the end off just a little bit.
5 - Work around the spline, skipping the 1st point, select a point, scale it down more than the previous, then move to the next. In the sample below the 1st point scaled to 98% the 2nd to 96%, the third 94% etc... All you want to do is get a progressive shrinking of the circle. For the last point, move it back so it overlaps the first point and then shrink it.

6 - Select the spline, Copy and Paste, then scale the new spline down to meet up with the end of the other spline. Mine was 84%. Repeat as needed.

7 - Now you will have several splines that make up a spiral. Go through and connect the splines by merging the points then selecting the splines and connecting them (Shift-Z). If this goes right you should have one curly spline.

8 - in another layer make a cross sextion of the paper and match it up to the start point of the spline.

9 - Use the Rail extrude tool to extrude it into the spiral path.

You will probably want to adjust your spiral so it is spaced tighter than mine. You can use a simple segmented box as a spacing guide in the background to help align points.

I figure this reads like stereo instructions. If you have problems following this I'll explain it bettor tomorrow when I am more awake.