There was a gal who worked in hubby's office that made these. She's not here to ask how, but I did buy one from her and it was just prequilted fabric (I'm pretty sure she got it at WalMart) and she filled it with dry rice, millet seed and used aromatherapy oils.
To use it, you just pop it in the microwave for 30 seconds/1 minute and it does keep the heat for a good 10-15 minutes - perfect to get rid of cramps (which is what she made my DD one for).
I'm sure you could easily find the millet seed at any Farm & Fleet store or other feed store. Then you'd just make the pouch the size you'd like by folding the fabric in half, sew it up most of the way, pour in the filling and finish it off. You could experiment with how much filling you have inside to get the proper weight - just be sure to not overfill it! And don't overheat either as the seeds/rice can pop
