Found this how to on The dirt farmer. I think this is so cool that it is free for anybody since there is no patent on it. Everyone should read this and know how to make one. You never know when you may need this in these wild and wooly times.
Cheap easy to make with readily available materials. Print it out, then you will have it in case you ever need it.

DIY Clay Filters: Safe Water for All
http://thedirtfarmer.hubpages.com/hub/Clay-Water-Filters