I have watched Martha do it and my friend has tried to show me and I still end up with it messy. Folding is not my forte and certainly not a fitted sheet! My husband is retired Army so he folds his own things and does an excellent job. But it is a good turtorial and I am sure it could help those less folding challenged than I.

You can fold the flat sheet on top of the fitted sheet, then the pillow cases on top of flat sheet and fold all together and you have the whole package to store together in the closet. When you take it off the shelf you have everything for the bed. No more searching!