Okay, here is the sew along to the double-layer sleeve that I SNS'ed earlier. The pattern that I used was the otto creative workshop 301.
http://www.sewingmamas.com/b/showthread.php?t=55816

By no means is this the only way to do it, it may not even be the best, but it's the way that I came up with after inspecting RTW double-layer sleeves. So thus, it's the way I did it.

Here is what the tracing for the sleeve looks like.

You can see that I have 2 lines that I've drawn. The BOTTOM line is the bottom of the short sleeve, and the TOP line is the top part of the long sleeve. Just make the bottom line for however long you would like the sleeve to be, making sure that you add on whatever hem length you would like. So I wanted to the length to be 3" from the armpit to the hem, and was going to do a 1" hem, so the line is 4" down from the top corners. The top line is then 1" above that, because that's how much of a hem I'm doing. I hope that makes sense. LOL

This is going to be the long sleeve part. I just folded the tracing on the TOP line, and cut along the top edge, making sure not to cut the tracing. Once you've cut along the top edge, unfold the tracing and continue cutting out as normal.

Here you can see the long sleeve under the tracing still.

Now it's time for the short sleeve. Lay out the tracing on the fabric.

Fold the tracing up along the BOTTOM line. Cut along bottom edge, again making sure not to cut the tracing. Unfold and cut out as normal.

Press the hem on the short sleeve. It makes it 100 times easier to do this before attaching the long sleeve, don't ask how I know. LOL

Serge short sleeve, and long sleeve right sides together at the bottom edge of short sleeve, and top edge of long sleeve.

Now when you turn it over, you'll already have that nice fold on the short sleeve from pressing the hem.

Coverstitch, or hem however you normally do, the sleeves together. See, pressing it makes it loads easier for this. LOL

This is what it'll look like on the back. I was so proud of myself that I matched it up to the serged thread so well.

Finish constructing shirt as normal. And this is what you get.