Step 3: Shape it

Obviously the first thing to do is figure out how it will fit into the metal you have.
Then it's time to shape.
The first thing I do is cut the metal to slightly over the length I want it.
For this you can either grind it, or you can use the hacksaw.

The second thing to do is to clean up the metal. While you will be grinding much of it away, cleaning it up makes it easier to think, and means that you don't have to go around later to tidy up the bits you don't cut down (for me, the edge of the square bit).
Using sandpaper later will round off the edges, and a little sharpness is what we are looking for.
So sand it. Shouldn't take that long, just a few minutes.

I don't have any photos of the construction I'm afraid.