I personally think that the foam works better because it doesn't bunch up or anything while your sewing, but it doesn't make that much of a difference, either one works.
I'll do a quick tutorial now and maybe I'll post some pictures later, here it goes:
First find your wrapper and felt/foam. Lay the wrapper on the felt/foam and use a pen or something and mark off where your going to cut, or just free hand it and trim it back later. Drag out the sewing maching and set it on zig zag on the wides setting. I would use a scrap piece of felt and figure out what setting you want to use. That part doesn't really matter, its just to hold the two pieces together. Some people have mentioned using some clear vynal so if you used that you would cut that out like the foam and sandwhich the wrapper between the two.
If you have any questions, feel free to ask. It's pretty simple but I guess it can be a little confusing.