I'm trying and failing to model a rolled up circle..

Imagine a piece of paper cut into a circle, then roll it into a cylinder. That's what I'm aiming for.

I'm not bothered if its a solid body, surface, sheet metal...

For lack of a better picture, the image on the right is what I want to achieve.

I've created a spiral surface, and tried to wrap a circular sketch onto it, but it won't continue to follow the spiral.

I thought about sheet metal, but I'm not sure how I would achieve the spiral.

Not sure whether intersection sketch could help me out.

Any advice appreciated.

Edit: Forgot to mention I only have 2006 Office Professional.. Don't laugh...