I made mine based off of this design with a few modifications (I turned my own pins and did away with teh collapsable feature.) http://www.texasarchery.org/Documents/jig/NewJig.htm
If you're going to make more than a couple strings/cables a year I'd recommend just purchasing a jig. For the amount of time it takes to build one and the few gitches that you'll have to deal with when using it, you're just better off in the long run ponying up and buying one.

BCY makes an instructional DVD available from LancasterArchery.com that's a good starting point.