Yes, that's how I would usually make a pinwheel, too, but your instructions looked like origami (no cut lines), so I picked up a piece of paper, fiddled with it long enough to convince myself that a) it was possible to make a pinwheel without cutting the paper but b) I didn't know the right way to do it, so I searched on "pinwheel origami" and posted my favorite of the resulting links.
I think pshrynk was just goofing on the rest of us. (Do I need to explain "goofing"?)