For this you will need:
-A lot of small heavy objects (coins-- pennies are the best, stones, bolts, etc)
-Knife or scissors
Why would you want to do this?
To freak out a friend by tossing them the ball and watch them fail at catching the heavy ball because they think it is light (they haven't felt it).
Working on pitching or throwing and catching-- if you practice with a heavy ball, and you become good with it, then when you switch back to using a normal ball, it is very easy to catch and throw.
Random Fun-- Just tossing it back and forth with a friend
NOTE-- I am not responsible for any damages or injuries caused by this. It is heavy and can be dangerous if thrown at someone. This should be common sense. Build and use at your own risk!
Step 1: Find the coins
I'm sure that everyone has a bunch of extra change lying around somewhere, so find that and sort through it to find the pennies (pennies are the best because they are small and cheap). NOTE: You will not get the coins that you use for this project back unless you destroy the final project (very difficult). Because of this I highly recommend using pennies because they are fairly invaluable.
If you are not using coins then make sure that the objects are fairly small and that you have an abundant supply of them.