This instructable shows you how to make a walkalong glider by thermoforming a styrofoam sheet. The foam sheet used here was obtained from the Owens Corning Raft-R-Mate product available in the insulation department of most home building supply stores. Here's a video of the X-Surfer foam walkalong glider inside:
...and when there is no wind outside, here's a flight down the sidewalk:
It is reccomended that first timers start with the tumblewing walkalong glider design
as it is much simpler to build and easier to fly because it is slower.