Does anyone know how I could make one of these? http://www.thinkgeek.com/product/e81a/
Look on Amazon, they are much cheaper there, in the $12-$20 range.
I don't recommend that you do it but check out this instructable that tells you how to do it.
Honestly, you'd be better off buying it instead. The electricity in a wall socket is enough to kill you which is why most electrical jobs on the home require (or strongly recommend) an electrician. You also risk a potential fire if your DIY build isn't up to UL Standards, which could also completely void your home insurance as a result.For $29.99, its not worth all the risks. :-)