Step 1: Buy stuff
-- an EGX-300 engraver machine (we will use it for milling)
(http://www.rolanddga.com/products/engravers/EGX-300/) I saw it on ebay for $2000 at some point. If you buy from Roland, costs $5000 unless you're using it for educational purposes (then it's cheaper)
-- a 3D CAD program that can make .3dm files (I use Rhino 3D)
-- VisualMill software program (http://www.mecsoft.com/Mec/)
-- a computer with a serial or parallel port (to send instructions to the EGX-300)
-- a vacum cleaner
-- milling bits (and drill bits if you need to drill holes too)
-- delrin plastic
-- a hacksaw to slightly modify a piece of the EGX-300
-- mechanical timer
-- glue gun
Step 2: Modify the EGX for milling
duct tape the vacuum hose to the EGX hose.
Plug the vacuum into the mechanical timer.
Step 3: Design whatever you want to make
I usually split my design into pieces which I melt together with a soldering iron after the EGX has milled them out.
Make sure there is no piece of your design taller than what can fit below the mill bit of the EGX.
After you're done with your design, make a wall around it which is the height of the pladtic material you will be milling. If the material it taller than the workable length of your mill bit, make a lower ledge within this wall (see my CAD design below).
make sure that all spaces are wider than the whatever mill bit diameter you use!
make thin arms to hold yor design as it's being milled.