Pick your referees (2 or 3 depending on the requirement of the university) and ask them to write recomm letters for you in the letterhead pad of that referee's institution, ask him/her to put it in official envelope, seal it and sign across the flap and give it to you. Then you can mail that with the rest of the docs to the university. Make sure the university you are applying doesnt have their own format (most of the universities do).