You can find good step-by-step directions at bodyresults.com
The basic materials needed are: a ball, plaster of paris, cement, and a shovel...
The mold is made by covering the ball with plaster of paris. After it has dried completely, a hole is cut in the top and the ball is removed.
After filling the mold w. cement, some reinforcing w. more plaster of paris might be a good idea. Give it a week of "curing", then the mold can be chiseled off and the fun begins.