Someone sells special film for this purpose, and that costs much. I am
not an expert, so I may be wrong on the mechanism, but I think the idea
is that the laser printer doesn't use ink but some sort of polimer that is
melted on the media. If the media is paper, some of the polimer paint
works off in the paper. If you try your good old non-ball-point pen with
normal paper, it 'drinks' the ink. However, if you use the special film,
it has a shiny surface which won't 'drink' the ink or paint. The trick is
not to buy that special film, but use some shiny paper with similar
surface. This kind of paper is used for magazines and printed spam. It's
usually thicker than normal paper. (I can't translate the name of the
paper, my dictionary lacks this word.)
I could buy some in a local decoration shop, in my experience most
printers can handle ones between 100 and 130 gram/m^2. The critical part
is when the printer tries to feed the paper and it slips.
Someone reported that he was too lazy to buy such paper and used some spam
or magazine. I haven't tested this, it may be an urban legend.
I hope this helps; if my description was not useful enough, I could
snail mail you a sample.