-buy a bowl (that's the piece where the weed goes :P)
-get a plastic bottle (easier to work with than glass, though you could use glass if you *really* wanted to)
-get a pipe to put the bowl on top of that is fairly long
-get some gum for a better seal, and some water obviously

*put some water in the bottle, not a ton, just maybe an inch or two
*make a hole above the waterline to be the choke
*make a hole in the bottle that will be ABOVE the water line, put the pipe in at an angle so it almost touches the bottom but not quite.
*chew some gum and put it around the hole so you get a real nice seal
*put the bowl on top of the pipe
*put weed in the bowl, put your finger over the choke, and there you have it, a nice bong

(I apoligize for the horrible drawing, I am really lazy.