You can fold newsprint into a 3" width and secure it with a bulldog clip at one end, and strop on that. There was a post about it in the last couple of weeks. The beauty of newsprint is that it strops well, you won't cry when you cut it, and there's always more where it came from.

But yes, what everyone else said, a strop is a critical piece of gear. Without one, your razor will soon become useless.