To create these beautiful invitations you'll need quite a bit of supplies but it will still be a fraction of the cost than if you purchased them as are.
You can read the full article on creating these beautiful scrolls at WhenIsTheWedding.com. Alternatively, you can create a simpler version perfect to hand out as programs at your wedding but a little harder and more expensive to mail.
If you don't have easy access to tools or time, you can still purchase the simple style of scroll featured to the right for $1.50 each. I'm sure the seller on Etsy, BesoDesigns, would be glad to turn them into invitations vs. the programs shown.
It was hard to find the right size of boxes or tubes to ship these but I found a few; Clear Plastic Tubes w/Golden Caps from PaperMart.com and 2 Piece White Swirl 'Silverware' Boxes from USBox.com.