Also, you can add a "furl line" to make a pretty nice furled sail. Use a separate piece of wire, and when the styrene is cooling, if you want you can press some folds in with a rounded wooden dowel. You have to be quick because the styrene cools very quickly.
If the model is small enough, any leftover scrap after cutting out the square sails can be used for the jib and spanker sails. I bent some of these shapes around a dowel until they looked realistic and fit nicely to the bowsprit and the mizzen mast.