Wrap with a cotton cloth.
Then wrap with a ace bandage
take a cold drink cooler
put a caribiner through the end
use a cable clamp to hold it in place
attach whatever weight mechanism you prefer (i.e. pulleys, chain w/cariber, etc.)
I find it very comfortable and very inexpensive.
Hey Jew, thanks for the input. Do you think that you could be a little more detailed? Cold drink cooler? Whats a caribiner? I might be interested in trying this with a little more info. Thanks!!!