Angie..........
I made mine out of some scrap 3/4" plywood. I bought a light bulb base at the hardware store and wired it. Then I cut a square of wood a little bit larger than the diameter of the bulb base and screwed the base to it. I then cut four pieces, to form the sides, wide enough to go around the base. A piece was cut to cover the entire top. Then nailed the sides and top together (it will sit over the base) I drilled a small hole, about 1" in the center of the top.
Some folks have used metal cans, etc. I guess that really any container would work. I just had the plywood available.
Dick