This guide will show you how to make your own rosin at home using a hair straightener. Download it here (right click and "save as...").
As for the supplies, you may already have much of what you need and you should be able to get everything else at any department store.
We recommend some products in our guide, for anyone who doesn't have everything yet. Due to popular request, you can now find those recommendations on this page as well, with links to the actual products on Amazon.