You will need a guard from a computer fan. They are about 3 inches/7.5cm wide.
Step 1: Marbles
You will need lots of marbles, a hot glue gun and some string to hang the decoration.
These marbles are 'craft' marbles from a discount store. Any marbles that let the light through would be fine.
Work out a pattern you're happy with. Then, using a hot glue gun, put two dabs of hot glue onto two guard tracks. Quickly place a marble on the glue and hold for a few seconds. Continue to apply marbles until you've got a piece of beautiful glass art.
Update : tulekah kindly suggested putting marbles on both sides of the fan guard so that it looks good from front or back.
Step 2: Fewer marbles
Step 3: Fried Marbles
The link has instructions on how to fry the marbles from a person who has tried every method and found that baking them in the oven worked best.