Instead of rubber bands I use the narrow end of nylon stockings or
panty hose cut into pieces about 1" wide.  Samples of the shorter
stay-up "Knee Highs" that the big department stores discard are even
better.  They are soft, do not cut into the paper, and providing they
are not cut too narrow, they remain elastic enough to retain their grip
on the roll.

Jill Miller , Victoria, Australia
http://users.netcon.net.au/jilldes/