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Despite the stated impossibility of constructing the trisector of an arbitrary angle, let's see what we can do by folding: Take a sheet of paper and fold an angle - like so, considering the angle to consist of the bottom edge of the paper and the crease in the paper:

Fold in half and half again like so:

Now, with the labeling shown above, simultaneouslyfold points A and B onto lines j and k, respectively. Your paper should then look like:

That's all there is to it - except that you now
1. mark the point where point A has landed by folding or making a pencil mark,
2. unfold everything, and
3. make a fold to join the left corner point A with the point where A "landed."
The points where A and B landed will be labeled A' and B', respectively, in subsequent diagrams.
Click on the diagram to simulate the folding by dragging the corner point.
Click HERE for a hint for proving that the folding process actually does trisect an angle.