Hi Pauline
Just seen your message - hope you've solved your problem but thought I'd reply just in case.

I've not got a cuttlebug, but my sister does and she showed me how to do this (some time ago so I hope I remember it right!).
Open up the embossing folder and line up your die cut - that looked a bit fiddly - then close it, trying not to dislodge it, then whizz it back through your cuttlebug to emboss it - not sure what sandwich you'd need though.

I use just the embossing folders on my zipemate and found that the small folders can be a bit fiddly to open. I can never remember whether they hinge at the top or bottom, so usually look for a gap along the side.

Hope that helps! It's really annoying to get a new toy then not be able to play with it properly.

maggie