Fortunately, with a nail, a lump of wood and a few spare hours, you can construct a sun compass.
(To do this Instructable properly, it is not absolutely vital to be wearing a Viking helmet, but it helps. It's a long time since mine last came out of the shed...)
Step 1: Make your Sun Compass.
Bang the nail through the piece of wood. No, don't use a rock, you're supposed to be civilised. Use a hammer.
Yes, really, you're done. All you need to do now is calibrate it.
Step 2: Calibrate your sun compass.
All you need is patience and a pencil.
Put your sun compass somewhere that is both sunny and won't be disturbed, or where you can make sure that you place the sun compass in exactly the same orientation each time. I stood mine on an up-turned planter, to stop folk stepping on the nail.
Spend the day near your sun compass, doing useful things to prepare for your raid (mending sails, sharpening swords, doing careful stretching exercises so you don't pull a muscle during an important ravish, you know the kind of thing).
Every so often (try for every 20 or 30 minutes, but at least every hour), mark the tip of the nail's shadow with your pencil.
At the end of the day, join the marks in a smooth curve, known as the gnomon curve.
Find the point where the gnomon curve passes closest to the nail. Draw a straight line from that point to the base of the nail. That will be your North-South line (as a Viking, living in the Northern hemisphere, North is pointing away from the nail. If you are making your sun compass in the Southern hemisphere, North is pointing towards the nail, and you must be the most utterly-lost Viking in history).