Orange supremes are the fleshy segments of an orange, without the membrane. To cut an orange into supremes, you'll slice about 1/4 inch from the top and bottom of the orange, and then use a paring knife to cut away all the peel and pith, exposing only the flesh of the orange. Then, use your paring knife to slice away the flesh of each individual segment, removing it from the membrane. This video gives good instruction on cutting citrus supremes.