Step 1: Ingredients and equipment.
And a ball mill can be constructed easily, if this goes down well, i might enter a ball mill instructable.
1.Potassium nitrate/KNO3/salt peter
2.Sulfur/flowers of sulfur/dusting sulfur
The KNO3 is a garden fertilizer and can be bought at most gardening centers, as is the Flowers of sulfur, (its used to kill mites and acidify soil, so make sure you de-acidify it!)
Charcoal can be bought. Or if you have fireplace, or campfire the black brittle stuff is charcoal