Look over all the steps to get an idea of what's involved. Basically, you're going to cut of a short piece of metal rod and saw/file a groove around one end for the "Junior" head to clamp too.
The materials you'll need are:
1) 5/8" round rod of some sort. (I used zinc coated rod from Home Depot)
2) Hack saw (with a good, sharp blade)
3) Miter box (or, some other way to clamp/hold rod while you saw)
4) Flat and triangle files
5) Marker and ruler
7) Small piece of wood to use as a stop
Find a good work surface. That will make the sawing easier. I used the floor. Not the best, but I threw down some canvas, and there you have it …
Before diving in, it's a good idea to take the head off the Junior vise just to see how it goes together. You'll see that the head has a pincer that fits into the shaped attachment on the base. That's what the groove in the rod is for.
The standard PanaVise base is just a simple clamp that holds a 5/8" rod.