To make a palm cross, acquire a palm frond, split it, and cut a little off the bottom and top. Then, fold the frond so that the back half is shorter than the front half. Next, fold the front piece so that it's perpendicular to the back piece where you want the cross to be. Wrap that pieces around a few times, create the left and right arms, and secure.
The frond probably looks like it has two sections. Split the frond at the division to make it easier to fold and manipulate. Also, peel off any stringy piece that you see; these pieces also get in the way of folding. Once your strip is ready, cut a bit off the bottom at a slight angle and a bit off the top. Next, bend the frond so that there is a front and a back half. The back half should be shorter than the front, enough to make arms out of the front half. The length of the back half determines the height of the cross.
Next, fold the front half so that it is perpendicular to the back half. Do this where you would like the cross bar to be. The section should be pointing to the right; fold it behind the cross so that it's pointing to the left. Then, fold it across the front so it's again pointing to the right. Now, flip the cross over so that the section is pointing to the left, and then fold it over again. Now, make a bend in the section to make the right arm, and use the remaining section to make a left arm. Wrap the remaining frond through the loops previously made.