All you have to do to prevent your discarded paper from blowing around and creating ugly litter is to do this:
TRY TO USE BAGS THAT HAVE HANDLES. WHOLE FOODS AND TRADER JOE’S USE THEM, AND ARE TWO GREAT STORES TO FIND ORGANIC ITEMS, TOO!
If not, just roll the sides of the bags all the way down.
When the bag is about halfway full of paper, slide magazines down the sides, fold them over the top, and then, put another one across.