Cut the oranges in half from top to bottom (see tips) and scoop out the flesh using a teaspoon.
Stand your orange shells in a smallish tin/dish with sides. You want the shells to fit pretty snuggly so that they don't topple over, so use an inverted cup or egg cup to fill any gaps in the tin/dish.
Make your jelly thicker than it says on the packet. I add half the amount of cold water that it says on the packet (e.g. if the instructions are to add 1 cup of boiling water (to dissolve the jelly) + 1 cup of cold water - just add ½ cup of cold water instead.) Now carefully pour the liquid jelly into the shells - it's easiest if it is in a jug.
Make sure the shells are full to the brim and leave them in the fridge for a few hours to set.
When the shells are set, use a sharp knife to cut them in half again and decorate (if you wish) with paper sails (made with wrapping paper + cocktail sticks + a glue stick).
Allow time for the jelly to set - you will probably need a few hours.