The fist thing you'll need is of course your Om-nom. I found mine in my littles sisters happy meal after a trip to Burger King.
Second you will need a headphone jack that will plug into your electronic devises(Radio Shack). Third you will need a 8 ohm 0.5W speaker about the size of the little guy's face(Radio Shack).
You will as need a cordless drill with a small and slighty larger bit, a dremel with a bit as well, a lighter, a knife, a vise, and a soldering iron with solder.