Step 1: Gather Supplies
1.A rock, I used a rather large, flat slab of rock left by the previous owner of my house
2.U-bolt, you could probably use like an eye-bolt or something, but whatever you use, it has to be longer than the rock is thick. Why? so you can fit it through, you idiot.
3.A chain, to attach your dog,cat,gator,pet rock, etc. to the rock. Maybe not an actual chain, you're probably going to end up using a cable-type thing, available at any pet store. Don't cheap out on this, they do break sometimes, even if they are rated for dogs twice the size of your's
4.Decent drill, you could probably get a masonry drill of some kind, but I'm too cheap, and just used some old drill i had lying around.
5.Water, to keep dust down, and stop the heat from killing your drill, i used a watering can, but feel free to improvise, use a hose, water bottle, super soaker, really drooly dog, whatever float your boat.
6. Cable loop thing. (optional if your chain breaks near the end) i need to stop doing stuff without my camera, but i did, so i can't tell you exactly what this thing was called. It came with some little cable clamps, a metal loop thingy, and some kind of carbiner-looking thing. It's for making a loop in the end of a cable and hooking it onto something. there's a more professional way of doing it, but this is what the hardware store guy recommended for me. Just follow the directions on package.