craftgrrl | Not sure about how to finish off on macrame bracelets

Hello again :D
My package for the Twitter Exchange V'day 2012 was already send and i forgot taking pictures! I'm so sorry!! Thank you all for your wonderful ideas!
This time i want to make macrame bracelets! i do know how to do knots, but it's the first time i'm using a special material.
In Perú it's called "cordón" and it would be "cord" in english i think... it's made of paper. In the following video you can see how it looks like.

http://murahiyo.tumblr.com/post/17594353725/video-tutorial-que-aunque-esta-en-portugues-se

(by the way, the tumblr is mine xD i write my comments on spanish but the links are mostly in english)
My question is, when i use this other type of thread: http://peru-miski.com/Thread/HC001.jpg
I burn at the end of the thread to finish off, but this time i'm using this another paper cord, i can't burn it, can i? and in the video... she uses glue? seriously, glue?
I'm reaaaaaally confused right know. Please help D:

Oh and i used the term "finish off" that i usually find on knitting and crochet sites xD i guess it's the wrong term now.. i don't know macrame english terminology.