Go to http://fab.fritzing.org/how-to/pre-fab for instructions on how to make the shield.
The materials needed for the project can all be found at Tayda.com. It is a semiconductor store in which most things are not very expensive, but are very reliable. You do have to create an account, but they are trustworthy, so go ahead.
Step 1: Getting Started Using Fritzing
Fritzing is a prototyping application (not a prototyping simulator) that I use to plan or record a project. Go to http://fritzing.org/download/ and download the fritzing prototyping application. After you download it open it (on a mac it will be under downloads). Find the Arduino Uno part under the core parts section and drag it to the breadboard.