Pinecones  (* you can buy scented pinecones from a craft store if you do not have access to free ones!!)
Glitter (iridescent looks best)
White Glue
Salt and/or Borax (*)
Paintbrush
Mesh Netting (fine mesh looks nicer & comes in many colors)
Ribbon

Clean off the pinecones (if needed)
In a bowl put about 1/2 cup of salt or Borax and a tablespoon of glitter (add more glitter if you want)
With a paintbrush "paint" the glue onto the tips/ends of the pinecone, hold onto the end and then roll the pinecone into the glitter/Borax(or salt) mixture (be sure that all sides are coated).  Shake lightly to remove excess mixture, place carefully on a paper bag to allow to dry.
Once dry, take a piece of mesh netting (size and color is up to you) put the desired amount of pinecones into the center of the mesh, pull all sides up and then tie with a ribbon.

The purpose of using the Borax or Salt on the pinecones is that they give off colored sparks when put into a fireplace.  The pinecones give off a nice scent while burning.
(* Salt will burn yellow and Borax will burn Blue............. at least this is what I have been told)