Using either a sewing machine or a needle and thread, sew up the pinned side of your fleece. You will want about a 1/2" seam allowance, but again this does not have to be exact. Make sure you reinforce the stitching at the edges by going over if a few times. If you are using a sewing machine, make sure you remove each pin before it goes under the needle.
You should now have a fleece tube.