This recipe is taken directly from Joy of Cooking, by Irma Ronbauer and Marion Rombauer Becker. If you have the book, you can read more specifics on jam making but I think I have included what you need to be successful.
Orange Marmalade
makes about four half pint jars
Scrub well, cut into quarters and remove seeds from:
2 large Valencia oranges
2 large or 3 small lemons
Add and simmer for 5 minutes:
3 cups water
Let stand covered for 12 to 18 hours in a cool place. Remove fruit and cut into very small shreds.
(I am going to try putting them through the grater attachment of the food processor next time to get smaller shreds. Otherwise cut very, very thin.)
Return to the water in which it was soaked. Boil 1 hour. Add for each up of fruit mixture:
1 cup sugar
Boil the marmalade until the juice forms a jelly when tested.
This could take up to an hour to boil down. You want the flame med-high and stir regularly so there is no sticking or burning.
Once the marmalade has finished cooking, pack into hot, sterilized jars and seal with lids and bands according to manufacturers instructions.
To test for jelly:
Place a plate in the freezer a when you add the sugar to allow it to get very cold. After the marmalade has been cooking for some time and has begun to thicken, drop a small amount of the juice onto the cold plate. Let it set for a minute and run your finger through it. If the jelly stays put, without running back together, it is done.