Baby bundling, or swaddling is wrapping the baby tightly in a blanket to simulate the experience from the womb. Lay out the blanket in a diamond shape, fold the top point down, and put your baby in the middle with the base of his neck even with the folded point. Pull the bottom point over his legs and tuck it under his side, take the right point and pull it over his left arm and body and tuck it under the right side of his body. Expect the baby to squirm the entire time.
You can find a good tutorial here: Baby Bundling/Swaddling