They are pretty easy. You need one of those beer energy drink aluminum bottles with the thicker than normal walls, rivets, and maybe a sealant.
-Drink the beer, but not so much that you can't cut straight.

-Cut the top off the bottle (see above pic for a general idea of how much to cut) and cut off the area on the neck where the cap was.
-Cut the bottom of the bottle off where if you invert the top portion you just cut off and set it inside, the cut edges of the top and bottom portions will be flush.
-Cut two small notches on the neck area of the top portion. These are for the fuel to pass into the inner wall and vaporize, so you do not need them very big, maybe 1/8" tall and 1/4" wide.
-Poke holes in the bottom portion of the can. You can use a tiny drill bit or a large sewing needle. I use a needle attached to an aluminum rod with a hose clamp and find it works well since you can smack it if you can't just push the needle through the aluminum. Again, use the above pics as a guide where to put the holes and how to space them.
-Rivet the two parts together, with the top part of the bottle inverted into the bottom part (neck part touching the bottom of the bottle). You may need to seal it, depending on how clean your cuts are. I have seen ones that are just press fits, I personally am not that neat and use JB Weld to seal it off. Air gaps around the rim will be a big problem, so make sure it seals tight.
That's it! Fill up it up denatured alcohol (methanol) and light it up. At first, the flame will be in the center area, but as the fuel heats up and vaporizes in the inner wall, it will stop coming out of the center area and will instead come out the holes. The nice part about this design is that you do not need a pot stand, but a windscreen is very helpful, as is a piece of metal to put underneath the stove since the stove will get VERY hot. Speaking of that, don't touch the stove until you have given it a long time to cool down. You should be able to boil 2-3 cups of water with one of these in almost any conditions with no problem.
I'm sure someone out there has made a better set of instructions with pics...