Instructables
Picture of Making a Bola
This is how to make a sling shot.  It is not meant to kill the animal, it is meant to wrap itself around the target and immobilize it so that you can kill it with a knife or club.
 
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Step 1: Gather Materials

Picture of Gather Materials
You will need:
-about 7 feet of string
-3 rocks, about the same size and weight
-a needle
-some thread
-some strong fabric

Step 2: Wrap the Rocks in Fabric

Picture of Wrap the Rocks in Fabric
Get a rock, and cut a 2 1/3 foot length of string.  Wrap the bottom 3 inches around the rock and tie a clinch knot to keep it there.

Step 3: Arrange the Fabric

Picture of Arrange the Fabric
Put the Fabric over the rock and string.

Step 4: Sew the Fabric on

Picture of Sew the Fabric on
Get a long length of thread on your needle and tie a few overhand knots at the end.  Sew around the  edge of the rock so that the only part unsewed is the very top with the string sticking out.  Then use the string and go through the knot many times so that it is secure.  Keep doing this until it is secure.  Then sew up the rest and tie off the thread and cut it.

Step 5: Repeat 3 times, bind together

Picture of Repeat 3 times, bind together
Once you have completed all 3, align the 3 rocks and bind the 3 strings together using an overhand knot about 3-4 inches from the top of the shortest string.  Cut all of the strings so that the are the same length.

Step 6: Throwing the Bola

Picture of Throwing the Bola
Keep the strings untangled.  Cock back your arm.  As you bring your arm forward let go before it swings around and hits you.  
A more advanced and more effective way to throw it, is to swing the Bola around and then cast it at your target.